Fox Corporation (FOX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Fox Corporation (FOX): 1Y return 15.6%, Sharpe ratio 0.65, volatility 27.0%, max drawdown -26.8%. 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: 0.38, Volatility: 35.8%, Max Drawdown: -6.4%
- YTD
- Return: -11.1%, Sharpe: -0.82, Volatility: 28.8%, Max Drawdown: -26.8%
- 1Y
- Return: 15.6%, Sharpe: 0.65, Volatility: 27.0%, Max Drawdown: -26.8%
- 5Y
- Return: 69.6%, Sharpe: 0.53, Volatility: 25.7%, Max Drawdown: -33.0%
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.