Fidelity National Financial Inc (FNF)
60.63
+0.55
(+0.92%)
USD |
NYSE |
Nov 21, 16:00
60.63
0.00 (0.00%)
After-Hours: 20:00
Fidelity National Financial Max Drawdown (5Y): 56.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.11% |
| September 30, 2024 | 56.11% |
| August 31, 2024 | 56.11% |
| July 31, 2024 | 56.11% |
| June 30, 2024 | 56.11% |
| May 31, 2024 | 56.11% |
| April 30, 2024 | 56.11% |
| March 31, 2024 | 56.11% |
| February 29, 2024 | 56.11% |
| January 31, 2024 | 56.11% |
| December 31, 2023 | 56.11% |
| November 30, 2023 | 56.11% |
| October 31, 2023 | 56.11% |
| September 30, 2023 | 56.11% |
| August 31, 2023 | 56.11% |
| July 31, 2023 | 56.11% |
| June 30, 2023 | 56.11% |
| May 31, 2023 | 56.11% |
| April 30, 2023 | 56.11% |
| March 31, 2023 | 56.11% |
| February 28, 2023 | 56.11% |
| January 31, 2023 | 56.11% |
| December 31, 2022 | 56.11% |
| November 30, 2022 | 56.11% |
| October 31, 2022 | 56.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.11% |
| August 31, 2022 | 56.11% |
| July 31, 2022 | 56.11% |
| June 30, 2022 | 56.11% |
| May 31, 2022 | 56.11% |
| April 30, 2022 | 56.11% |
| March 31, 2022 | 56.11% |
| February 28, 2022 | 56.11% |
| January 31, 2022 | 56.11% |
| December 31, 2021 | 56.11% |
| November 30, 2021 | 56.11% |
| October 31, 2021 | 56.11% |
| September 30, 2021 | 56.11% |
| August 31, 2021 | 56.11% |
| July 31, 2021 | 56.11% |
| June 30, 2021 | 56.11% |
| May 31, 2021 | 56.11% |
| April 30, 2021 | 56.11% |
| March 31, 2021 | 56.11% |
| February 28, 2021 | 56.11% |
| January 31, 2021 | 56.11% |
| December 31, 2020 | 56.11% |
| November 30, 2020 | 56.11% |
| October 31, 2020 | 56.11% |
| September 30, 2020 | 56.11% |
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
26.91%
Minimum
Nov 2019
56.11%
Maximum
Mar 2020
54.16%
Average
56.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Financial Group Inc | 58.98% |
| First American Financial Corp | 50.13% |
| Investors Title Co | 43.79% |
| Stewart Information Services Corp | 53.49% |
| HG Holdings Inc | 84.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.157 |
| Beta (5Y) | 1.368 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.23% |
| Historical Sharpe Ratio (5Y) | 0.2559 |
| Historical Sortino (5Y) | 0.2953 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.92% |