Fidelity National Information Services Inc (FIS)
85.50
-0.40
(-0.47%)
USD |
NYSE |
Nov 21, 16:00
85.50
0.00 (0.00%)
After-Hours: 20:00
Fidelity National Information Services Max Drawdown (5Y): 67.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 67.86% |
September 30, 2024 | 67.86% |
August 31, 2024 | 67.86% |
July 31, 2024 | 67.86% |
June 30, 2024 | 67.86% |
May 31, 2024 | 67.86% |
April 30, 2024 | 67.86% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
67.86%
Maximum
Oct 2023
48.30%
Average
44.07%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Broadridge Financial Solutions Inc | 36.87% |
Akamai Technologies Inc | 41.97% |
Xerox Holdings Corp | 72.20% |
Affirm Holdings Inc | -- |
Fortinet Inc | 38.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.68 |
Beta (5Y) | 1.065 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.87% |
Historical Sharpe Ratio (5Y) | -0.257 |
Historical Sortino (5Y) | -0.3539 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.96% |