Fox Corporation (FOXA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Fox Corporation (FOXA): 1Y return 10.3%, Sharpe ratio 0.45, volatility 34.3%, max drawdown -35.6%. A Stock in the Equity asset class. Compare FOXA with other assets and invest through your own broker with pfolio.
Fox Corporation (FOXA) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
FOXA Performance
- MTD
- Return: -0.1%, Sharpe: 0.01, Volatility: 27.2%, Max Drawdown: -2.2%
- YTD
- Return: -13.5%, Sharpe: -0.30, Volatility: 36.8%, Max Drawdown: -35.6%
- 1Y
- Return: 10.3%, Sharpe: 0.45, Volatility: 34.3%, Max Drawdown: -35.6%
- 5Y
- Return: 58.6%, Sharpe: 0.46, Volatility: 28.1%, Max Drawdown: -35.6%
Frequently Asked Questions
- What is Fox Corporation (FOXA)?
- Fox Corporation (FOXA) 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 FOXA compare to other assets?
- You can compare FOXA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FOXA through pfolio?
- pfolio helps you build diversified portfolios that may include FOXA. You invest through your own broker — pfolio provides the analytics.