Fox Corp (FOX)
44.12
+0.75
(+1.73%)
USD |
NASDAQ |
Nov 21, 16:00
44.12
0.00 (0.00%)
After-Hours: 20:00
Fox Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Paramount Global | 89.52% |
| The Walt Disney Co | 60.72% |
| News Corp | 50.66% |
| Netflix Inc | 75.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.717 |
| Beta (5Y) | 0.8111 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.11% |
| Historical Sharpe Ratio (5Y) | 0.1246 |
| Historical Sortino (5Y) | 0.1715 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.39% |