FDS
FactSet Research Systems Inc.
Stock
$266.00−11.61 (−4.18%)Close Oct 2, 2026
Jun 28, 1996 – Oct 2, 2026, Dividends reinvested
- Final balance
- $782,479
- CAGR
- +15.50%
- Max drawdown
- −61.13%
- Sharpe ratio
- 0.59
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Growth of $10,000
Trailing returns (%)
Annualized from 3Y- 1M
- −13.09%
- 3M
- +6.76%
- 6M
- +17.84%
- YTD
- −7.06%
- 1Y
- −3.94%
- 3Y
- −14.14%
- 5Y
- −6.56%
- 10Y
- +6.23%
- 15Y
- +8.80%
- 20Y
- +10.09%
- 25Y
- +12.98%
- 30Y
- +15.74%
- Since 1996
- +15.50%
Metrics
Since 1996| Volatility | 34.50% |
|---|---|
| Sortino ratio | 0.88 |
| Calmar ratio | 0.25 |
| Best year, 1998 | +100.81% |
| Worst year, 2025 | −38.88% |
| Positive years | 21 of 29 |
| Longest drawdown | 2.2 years |
Worst drawdowns
Since 1996| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −61.1% | Nov 2024 | Feb 2026 | Not yet | 1.9 years so far |
| −59.0% | Jun 2001 | Sep 2001 | Jul 2003 | 2.1 years |
| −54.4% | Oct 2007 | Nov 2008 | Nov 2009 | 2.1 years |
| −47.3% | Dec 1999 | May 2000 | Dec 2000 | 11 months |
| −36.4% | Dec 2000 | Mar 2001 | Jun 2001 | 6 months |
Annual returns
1996 from Jun 28 · 2026 through Oct 2