Fox Corporation

The chart shows the growth of $10,000 invested in Fox Corporation on Mar 13, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,145 for a total return of roughly 1.45%. All prices are adjusted for splits and dividends.

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Fox Corporation Sharpe ratio is 0.97. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

Fox Corporation granted a 0.61% dividend yield in the last twelve months, as of Apr 11, 2021. The annual payout for that period amounted to $0.23 per share.

The table below shows the maximum drawdowns of the Fox Corporation. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 50.56%, recorded on Mar 23, 2020. It took 240 trading sessions for the portfolio to recover.

Current Fox Corporation volatility is 22.45%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.