Fox Corporation (FOXA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Fox Corporation (FOXA): 1Y return 28.4%, Sharpe ratio 1.02, volatility 27.2%, max drawdown -28.9%. 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: 9.0%, Sharpe: 7.44, Volatility: 27.1%, Max Drawdown: -2.8%
- YTD
- Return: -12.5%, Sharpe: -1.36, Volatility: 29.6%, Max Drawdown: -28.9%
- 1Y
- Return: 28.4%, Sharpe: 1.02, Volatility: 27.2%, Max Drawdown: -28.9%
- 5Y
- Return: 79.2%, Sharpe: 0.56, Volatility: 26.2%, Max Drawdown: -35.1%
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.