Fox Corporation (FOX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Fox Corporation (FOX): 1Y return 10.0%, Sharpe ratio 0.45, volatility 33.1%, max drawdown -34.1%. A Stock in the Equity asset class. Compare FOX with other assets and invest through your own broker with pfolio.
Fox Corporation (FOX) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
FOX Performance
- MTD
- Return: -0.6%, Sharpe: -0.51, Volatility: 28.4%, Max Drawdown: -2.5%
- YTD
- Return: -12.9%, Sharpe: -0.31, Volatility: 35.3%, Max Drawdown: -34.1%
- 1Y
- Return: 10.0%, Sharpe: 0.45, Volatility: 33.1%, Max Drawdown: -34.1%
- 5Y
- Return: 54.3%, Sharpe: 0.44, Volatility: 27.4%, Max Drawdown: -34.1%
Frequently Asked Questions
- What is Fox Corporation (FOX)?
- Fox Corporation (FOX) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does FOX compare to other assets?
- You can compare FOX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FOX through pfolio?
- pfolio helps you build diversified portfolios that may include FOX. You invest through your own broker — pfolio provides the analytics.