FedEx Corp
Provider: Exchange
| Annualised Return | 5.94% |
| Realised Volatility | 29.32% |
| Downside Volatility | 19.59% |
| Max Drawdown | -61.83% |
| Winning months | 56.14% |
| Sharpe Ratio | 0.2 |
| Sortino Ratio | 0.3 |
| Calmar Ratio | 0.1 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -5.85% | -0.74% | -6.77% | -13.72% | 3.69% | 4.9% | -1.68% | 3.39% | 2.71% | 7.64% | 8.61% | -1.93% | -2.12% |
| 2024 | -4.62% | 3.18% | 16.96% | -9.65% | -2.99% | 18.71% | 0.8% | -1.15% | -7.95% | 0.06% | 10.52% | -6.59% | 13.49% |
| 2023 | 11.93% | 4.83% | 13.06% | -0.31% | -4.3% | 14.37% | 8.89% | -3.31% | 2% | -9.37% | 7.8% | -1.8% | 49.13% |
| 2022 | -4.94% | -9.59% | 4.46% | -14.11% | 13% | 1.46% | 2.81% | -9.56% | -29.19% | 7.95% | 13.69% | -4.31% | -31.64% |
| 2021 | -9.35% | 8.14% | 11.9% | 2.21% | 8.44% | -5% | -6.16% | -5.09% | -17.23% | 7.41% | -2.19% | 12.62% | 0.72% |
| 2020 | -4.34% | -2.4% | -13.67% | 4.54% | 2.99% | 7.91% | 20.1% | 30.55% | 14.74% | 3.16% | 10.45% | -9.2% | 74.27% |
| 2019 | 10.07% | 1.93% | 0.6% | 4.44% | -18.57% | 6.84% | 3.86% | -6.99% | -7.86% | 4.87% | 4.84% | -5.12% | -4.78% |
| 2018 | 5.19% | -6.12% | -2.35% | 2.95% | 0.78% | -8.61% | 8.28% | -0.78% | -1.03% | -8.49% | 3.93% | -29.34% | -34.67% |
| 2017 | 1.56% | 2.05% | 1.33% | -2.79% | 2.18% | 12.38% | -4.28% | 3.05% | 5.47% | 0.1% | 2.5% | 8.04% | 35.21% |
| 2016 | -10.81% | 3.01% | 19.09% | 1.47% | -0.08% | -7.77% | 6.67% | 1.87% | 6.17% | -0.21% | 9.95% | -2.66% | 26.07% |
| 2015 | -2.62% | 4.65% | -6.41% | 2.49% | 2.15% | -1.49% | 0.6% | -12.14% | -4.29% | 8.44% | 1.6% | -5.86% | -13.7% |
| 2014 | -7.27% | 0.01% | -0.47% | 2.78% | 5.81% | 5.16% | -2.97% | 0.68% | 9.32% | 3.69% | 6.44% | -2.43% | 21.39% |
| 2013 | 10.61% | 3.92% | -6.74% | -4.27% | 2.48% | 2.48% | 7.53% | 1.28% | 6.43% | 14.8% | 5.88% | 3.77% | 57.58% |
| 2012 | 9.56% | -1.64% | 2.34% | -4.05% | 1.02% | 2.94% | -1.43% | -2.96% | -3.28% | 8.71% | -2.52% | 2.45% | 10.53% |
| 2011 | -2.89% | -0.33% | 4.06% | 2.27% | -2.12% | 1.44% | -8.4% | -9.39% | -13.88% | 20.91% | 1.53% | 0.68% | -9.66% |
| 2010 | -6.11% | 8.18% | 10.33% | -3.63% | -7.24% | -15.9% | 17.74% | -5.45% | 9.71% | 2.6% | 4.02% | 2.07% | 12.08% |
| 2009 | -20.59% | -15.17% | 3.28% | 25.78% | -0.95% | 0.56% | 21.97% | 1.28% | 9.64% | -3.36% | 16.18% | -1.06% | 31.13% |
| 2008 | 4.65% | -5.56% | 5.27% | 3.45% | -4.34% | -13.98% | 0.06% | 5.05% | -4.44% | -17.3% | 8.08% | -9.04% | -27.67% |
| 2007 | 1.75% | 3.47% | -5.88% | -1.85% | 5.86% | -0.49% | -0.21% | -0.96% | -4.41% | -1.35% | -4.71% | -9.35% | -17.52% |