Fox Corp. (FOXA)
62.28
+1.00
(+1.63%)
USD |
NASDAQ |
Oct 02, 16:00
62.32
+0.04
(+0.06%)
After-Hours: 20:00
Fox Max Drawdown (5Y) : 42.83% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 42.83% |
| August 31, 2026 | 42.83% |
| July 31, 2026 | 42.83% |
| June 30, 2026 | 42.83% |
| May 31, 2026 | 42.83% |
| April 30, 2026 | 42.83% |
| March 31, 2026 | 42.83% |
| February 28, 2026 | 42.83% |
| January 31, 2026 | 42.83% |
| December 31, 2025 | 42.98% |
| November 30, 2025 | 46.03% |
| October 31, 2025 | 49.28% |
| September 30, 2025 | 49.91% |
| August 31, 2025 | 49.91% |
| July 31, 2025 | 52.11% |
| June 30, 2025 | 52.17% |
| May 31, 2025 | 52.17% |
| April 30, 2025 | 52.70% |
| March 31, 2025 | 56.23% |
| February 28, 2025 | 60.36% |
| January 31, 2025 | 60.36% |
| December 31, 2024 | 60.36% |
| November 30, 2024 | 60.36% |
| October 31, 2024 | 60.36% |
| September 30, 2024 | 60.36% |
| Date | Value |
|---|---|
| August 31, 2024 | 60.36% |
| July 31, 2024 | 60.36% |
| June 30, 2024 | 60.36% |
| May 31, 2024 | 60.36% |
| April 30, 2024 | 60.36% |
| March 31, 2024 | 60.36% |
| February 29, 2024 | 60.36% |
| January 31, 2024 | 60.36% |
| December 31, 2023 | 60.36% |
| November 30, 2023 | 60.36% |
| October 31, 2023 | 60.36% |
| September 30, 2023 | 60.36% |
| August 31, 2023 | 60.36% |
| July 31, 2023 | 60.36% |
| June 30, 2023 | 60.36% |
| May 31, 2023 | 60.36% |
| April 30, 2023 | 60.36% |
| March 31, 2023 | 60.36% |
| February 28, 2023 | 60.36% |
| January 31, 2023 | 60.36% |
| December 31, 2022 | 60.36% |
| November 30, 2022 | 60.36% |
| October 31, 2022 | 60.36% |
| September 30, 2022 | 60.36% |
| August 31, 2022 | 60.36% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Newsmax, Inc. | -- |
| Paramount Skydance Corp. | 89.93% |
| News Corp. | 45.08% |
| Nexstar Media Group, Inc. | 38.43% |
| Sinclair, Inc. | 81.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8814 |
| Beta (5Y) | 0.6024 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.76% |
| Historical Sharpe Ratio (5Y) | 0.2489 |
| Historical Sortino (5Y) | 0.3714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |