Fidelity National Financial Inc (FNF)
51.83
-0.78
(-1.48%)
USD |
NYSE |
May 10, 11:13
Fidelity National Financial Max Drawdown (5Y): 56.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.13% |
March 31, 2024 | 56.13% |
February 29, 2024 | 56.13% |
January 31, 2024 | 56.13% |
December 31, 2023 | 56.13% |
November 30, 2023 | 56.13% |
October 31, 2023 | 56.13% |
September 30, 2023 | 56.13% |
August 31, 2023 | 56.13% |
July 31, 2023 | 56.13% |
June 30, 2023 | 56.13% |
May 31, 2023 | 56.13% |
April 30, 2023 | 56.13% |
March 31, 2023 | 56.13% |
February 28, 2023 | 56.13% |
January 31, 2023 | 56.13% |
December 31, 2022 | 56.13% |
November 30, 2022 | 56.13% |
October 31, 2022 | 56.13% |
September 30, 2022 | 56.13% |
August 31, 2022 | 56.13% |
July 31, 2022 | 56.13% |
June 30, 2022 | 56.13% |
May 31, 2022 | 56.13% |
April 30, 2022 | 56.13% |
Date | Value |
---|---|
March 31, 2022 | 56.13% |
February 28, 2022 | 56.13% |
January 31, 2022 | 56.13% |
December 31, 2021 | 56.13% |
November 30, 2021 | 56.13% |
October 31, 2021 | 56.13% |
September 30, 2021 | 56.13% |
August 31, 2021 | 56.13% |
July 31, 2021 | 56.13% |
June 30, 2021 | 56.13% |
May 31, 2021 | 56.13% |
April 30, 2021 | 56.13% |
March 31, 2021 | 56.13% |
February 28, 2021 | 56.13% |
January 31, 2021 | 56.13% |
December 31, 2020 | 56.13% |
November 30, 2020 | 56.13% |
October 31, 2020 | 56.13% |
September 30, 2020 | 56.13% |
August 31, 2020 | 56.13% |
July 31, 2020 | 56.13% |
June 30, 2020 | 56.13% |
May 31, 2020 | 56.13% |
April 30, 2020 | 56.13% |
March 31, 2020 | 56.13% |
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
27.00%
Minimum
May 2019
56.13%
Maximum
Mar 2020
51.27%
Average
56.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First American Financial Corp | 50.13% |
Stewart Information Services Corp | 53.49% |
F&G Annuities & Life Inc | -- |
Investors Title Co | 43.79% |
Selective Insurance Group Inc | 48.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.516 |
Beta (5Y) | 1.350 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.93% |
Historical Sharpe Ratio (5Y) | 0.1981 |
Historical Sortino (5Y) | 0.2249 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |