Fox Corp
Provider: Exchange
| Annualised Return | 8.67% |
| Realised Volatility | 25.67% |
| Downside Volatility | 17.19% |
| Max Drawdown | -38.14% |
| Winning months | 53.42% |
| Sharpe Ratio | 0.34 |
| Sortino Ratio | 0.5 |
| Calmar Ratio | 0.23 |
| Viking Ratio | 0.27 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.35% | 12.54% | -2.88% | 15.15% | |||||||||
| 2024 | 8.86% | -7.77% | 5.92% | -0.83% | 11.03% | -0.17% | 10.68% | 8.75% | 3% | -0.78% | 12.19% | 3.1% | 66.31% |
| 2023 | 11.75% | 3.91% | -2.77% | -2.32% | -6.19% | 8.97% | -1.62% | -0.38% | -5.63% | -2.6% | -2.8% | 0.44% | -0.83% |
| 2022 | 10.05% | 3% | -5.15% | -9.15% | -0.92% | -9.43% | 2.95% | 3.99% | -10.24% | -5.9% | 12.4% | -6.41% | -16.61% |
| 2021 | 7.07% | 6.83% | 9% | 3.63% | -0.19% | -0.59% | -3.96% | 5.68% | 7.13% | -0.92% | -10.14% | 3.33% | 28.24% |
| 2020 | 0.03% | -17.1% | -22.57% | 9.48% | 12.76% | -8.06% | -3.92% | 8.11% | 0.72% | -4.71% | 8.75% | 0.97% | -20.22% |
| 2019 | -4.73% | 6.21% | -9.07% | 4% | 1.86% | -11.12% | -4.27% | 1.6% | 11.61% | 3.66% | -2.52% |