Fox Corp (FOXA)

49.53 +0.69 (+1.41%) USD  |  NASDAQ  |  Dec 20, 16:00
49.75 +0.22 (+0.44%) After-Hours: 20:00
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Fox Max Drawdown (5Y): 50.55% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Paramount Global 89.52%
The Walt Disney Co 60.72%
AMC Networks Inc 90.56%
News Corp 50.66%
Netflix Inc 75.95%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.493
Beta (5Y) 0.7693
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.99%
Historical Sharpe Ratio (5Y) 0.1543
Historical Sortino (5Y) 0.2184
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.16%