Fox Corp (FOXA)
43.00
+1.12
(+2.67%)
USD |
NASDAQ |
Nov 04, 16:00
42.00
-1.00
(-2.33%)
After-Hours: 05:47
Fox Max Drawdown (5Y): 50.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.55% |
| September 30, 2024 | 50.55% |
| August 31, 2024 | 50.55% |
| July 31, 2024 | 50.55% |
| June 30, 2024 | 50.55% |
| May 31, 2024 | 50.55% |
| April 30, 2024 | 50.55% |
| March 31, 2024 | 50.55% |
| February 29, 2024 | 50.55% |
| January 31, 2024 | 50.55% |
| December 31, 2023 | 50.55% |
| November 30, 2023 | 50.55% |
| October 31, 2023 | 50.55% |
| September 30, 2023 | 50.55% |
| August 31, 2023 | 50.55% |
| July 31, 2023 | 50.55% |
| June 30, 2023 | 50.55% |
| May 31, 2023 | 50.55% |
| April 30, 2023 | 50.55% |
| March 31, 2023 | 50.55% |
| February 28, 2023 | 50.55% |
| January 31, 2023 | 50.55% |
| December 31, 2022 | 50.55% |
| November 30, 2022 | 50.55% |
| October 31, 2022 | 50.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.55% |
| August 31, 2022 | 50.55% |
| July 31, 2022 | 50.55% |
| June 30, 2022 | 50.55% |
| May 31, 2022 | 50.55% |
| April 30, 2022 | 50.55% |
| March 31, 2022 | 50.55% |
| February 28, 2022 | 50.55% |
| January 31, 2022 | 50.55% |
| December 31, 2021 | 50.55% |
| November 30, 2021 | 50.55% |
| October 31, 2021 | 50.55% |
| September 30, 2021 | 50.55% |
| August 31, 2021 | 50.55% |
| July 31, 2021 | 50.55% |
| June 30, 2021 | 50.55% |
| May 31, 2021 | 50.55% |
| April 30, 2021 | 50.55% |
| March 31, 2021 | 50.55% |
| February 28, 2021 | 50.55% |
| January 31, 2021 | 50.55% |
| December 31, 2020 | 50.55% |
| November 30, 2020 | 50.55% |
| October 31, 2020 | 50.55% |
| September 30, 2020 | 50.55% |
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
26.97%
Minimum
Nov 2019
50.55%
Maximum
Mar 2020
48.98%
Average
50.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Walt Disney Co | 60.72% |
| Paramount Global | 89.52% |
| News Corp | 50.66% |
| FuboTV Inc | 100.00% |
| Netflix Inc | 75.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.093 |
| Beta (5Y) | 0.76 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.76% |
| Historical Sharpe Ratio (5Y) | 0.1534 |
| Historical Sortino (5Y) | 0.2157 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.16% |