Fidelity National Information Services Inc (FIS)
70.00
-0.35
(-0.50%)
USD |
NYSE |
Apr 18, 16:00
70.00
0.00 (0.00%)
After-Hours: 20:00
Fidelity National Information Services Max Drawdown (5Y): 67.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.86% |
| February 29, 2024 | 67.86% |
| January 31, 2024 | 67.86% |
| December 31, 2023 | 67.86% |
| November 30, 2023 | 67.86% |
| October 31, 2023 | 67.86% |
| September 30, 2023 | 66.77% |
| August 31, 2023 | 66.77% |
| July 31, 2023 | 66.77% |
| June 30, 2023 | 66.77% |
| May 31, 2023 | 66.77% |
| April 30, 2023 | 66.77% |
| March 31, 2023 | 66.77% |
| February 28, 2023 | 62.35% |
| January 31, 2023 | 62.35% |
| December 31, 2022 | 62.35% |
| November 30, 2022 | 62.35% |
| October 31, 2022 | 51.42% |
| September 30, 2022 | 50.24% |
| August 31, 2022 | 44.07% |
| July 31, 2022 | 44.07% |
| June 30, 2022 | 44.07% |
| May 31, 2022 | 44.07% |
| April 30, 2022 | 44.07% |
| March 31, 2022 | 44.07% |
| Date | Value |
|---|---|
| February 28, 2022 | 40.18% |
| January 31, 2022 | 34.74% |
| December 31, 2021 | 34.74% |
| November 30, 2021 | 34.74% |
| October 31, 2021 | 34.74% |
| September 30, 2021 | 34.74% |
| August 31, 2021 | 34.74% |
| July 31, 2021 | 34.74% |
| June 30, 2021 | 34.74% |
| May 31, 2021 | 34.74% |
| April 30, 2021 | 34.74% |
| March 31, 2021 | 34.74% |
| February 28, 2021 | 34.74% |
| January 31, 2021 | 34.74% |
| December 31, 2020 | 34.74% |
| November 30, 2020 | 34.74% |
| October 31, 2020 | 34.74% |
| September 30, 2020 | 34.74% |
| August 31, 2020 | 34.74% |
| July 31, 2020 | 34.74% |
| June 30, 2020 | 34.74% |
| May 31, 2020 | 34.74% |
| April 30, 2020 | 34.74% |
| March 31, 2020 | 34.74% |
| February 29, 2020 | 23.43% |
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
23.43%
Minimum
Apr 2019
67.86%
Maximum
Oct 2023
43.11%
Average
34.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Akamai Technologies Inc | 41.97% |
| Broadridge Financial Solutions Inc | 36.87% |
| Xerox Holdings Corp | 61.72% |
| Fortinet Inc | 38.32% |
| Edgio Inc | 97.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.02 |
| Beta (5Y) | 0.9716 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.57% |
| Historical Sharpe Ratio (5Y) | -0.2727 |
| Historical Sortino (5Y) | -0.3733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.96% |