Fair Isaac Corp (FICO)

2078.84 -12.14 (-0.58%) USD  |  NYSE  |  Dec 23, 16:00
2078.84 0.00 (0.00%) After-Hours: 18:17
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Fair Isaac Max Drawdown (5Y): 50.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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CrowdStrike Holdings Inc 67.69%
Oracle Corp 40.36%
Intapp Inc --
Inuvo Inc 95.07%
Issuer Direct Corp 76.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 24.65
Beta (5Y) 1.360
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.53%
Historical Sharpe Ratio (5Y) 1.083
Historical Sortino (5Y) 1.707
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.48%