Fair Isaac Corp. (FICO)
996.34
+10.95
(+1.11%)
USD |
NYSE |
Sep 14, 14:08
Fair Isaac Max Drawdown (5Y) : 61.28% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 61.28% |
| July 31, 2026 | 61.28% |
| June 30, 2026 | 61.28% |
| May 31, 2026 | 61.28% |
| April 30, 2026 | 61.28% |
| March 31, 2026 | 58.24% |
| February 28, 2026 | 48.47% |
| January 31, 2026 | 44.96% |
| December 31, 2025 | 44.96% |
| November 30, 2025 | 44.96% |
| October 31, 2025 | 44.96% |
| September 30, 2025 | 44.96% |
| August 31, 2025 | 44.96% |
| July 31, 2025 | 39.69% |
| June 30, 2025 | 38.24% |
| May 31, 2025 | 38.24% |
| April 30, 2025 | 38.24% |
| March 31, 2025 | 38.89% |
| February 28, 2025 | 50.90% |
| January 31, 2025 | 50.90% |
| December 31, 2024 | 50.90% |
| November 30, 2024 | 50.90% |
| October 31, 2024 | 50.90% |
| September 30, 2024 | 50.90% |
| August 31, 2024 | 50.90% |
| Date | Value |
|---|---|
| July 31, 2024 | 50.90% |
| June 30, 2024 | 50.90% |
| May 31, 2024 | 50.90% |
| April 30, 2024 | 50.90% |
| March 31, 2024 | 50.90% |
| February 29, 2024 | 50.90% |
| January 31, 2024 | 50.90% |
| December 31, 2023 | 50.90% |
| November 30, 2023 | 50.90% |
| October 31, 2023 | 50.90% |
| September 30, 2023 | 50.90% |
| August 31, 2023 | 50.90% |
| July 31, 2023 | 50.90% |
| June 30, 2023 | 50.90% |
| May 31, 2023 | 50.90% |
| April 30, 2023 | 50.90% |
| March 31, 2023 | 50.90% |
| February 28, 2023 | 50.90% |
| January 31, 2023 | 50.90% |
| December 31, 2022 | 50.90% |
| November 30, 2022 | 50.90% |
| October 31, 2022 | 50.90% |
| September 30, 2022 | 50.90% |
| August 31, 2022 | 50.90% |
| July 31, 2022 | 50.90% |
Max Drawdown Definition
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.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Microsoft Corp. | 37.14% |
| Strategy, Inc. | 89.27% |
| Tenable Holdings, Inc. | 74.40% |
| Autodesk, Inc. | 51.99% |
| Cadence Design Systems, Inc. | 29.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.343 |
| Beta (5Y) | 1.324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.01% |
| Historical Sharpe Ratio (5Y) | 0.3987 |
| Historical Sortino (5Y) | 0.7519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.65% |