Performance analysis of Factset Research Systems (FDS)
Annual Return
Over the past 3 years, FDS has had an average annual return of -13.03%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, FDS has had an average annual return of -3.89%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, FDS has had an average annual return of +5.91%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Nov 1, 1999, FDS has had an average annual return of +10.33%, outperforming the benchmark SPY, which returned +8.56% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -11.81% | -38.88% | +1.61% | +19.98% | -16.76% | +47.49% | +25.13% | +35.51% | +5.02% | +19.44% | +1.74% | +16.72% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +31.31% | +24.94% | +2.17% | -5.90% | +44.07% | +51.07% | -19.56% | -0.70% | +37.91% | +6.27% | +53.88% | +36.01% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| -18.59% | -5.26% | -6.54% | +10.78% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -12.35% | -14.33% | +0.08% | +4.88% | +8.37% | +3.24% | -11.81% | ||||||
| 2025 | -1.22% | -2.45% | -1.54% | -4.93% | +6.28% | -2.40% | -9.92% | -7.07% | -23.26% | -6.87% | +4.34% | +4.66% | -38.88% |
| 2024 | -0.24% | -2.60% | -1.77% | -8.25% | -2.78% | +0.99% | +1.18% | +2.61% | +8.75% | -1.26% | +8.29% | -2.12% | +1.61% |
| 2023 | +5.42% | -1.78% | +0.13% | -0.82% | -6.27% | +4.09% | +8.58% | +0.54% | +0.20% | -1.23% | +5.22% | +5.20% | +19.98% |
| 2022 | -13.19% | -3.55% | +6.91% | -7.06% | -5.16% | +0.73% | +11.73% | +1.06% | -7.67% | +6.34% | +8.63% | -13.02% | -16.76% |
| 2021 | -9.07% | +0.78% | +1.54% | +8.95% | -0.31% | +0.37% | +6.46% | +6.65% | +3.83% | +12.44% | +5.74% | +3.72% | +47.49% |
| 2020 | +6.64% | -6.79% | -2.00% | +5.49% | +12.11% | +6.82% | +5.43% | +1.40% | -4.43% | -8.47% | +9.15% | -0.38% | +25.13% |
| 2019 | +9.24% | +7.86% | +5.57% | +11.12% | +1.11% | +3% | -3.23% | -1.62% | -10.70% | +4.34% | +2.70% | +3.33% | +35.51% |
| 2018 | +4.11% | +1.52% | -1.85% | -5.17% | +6.63% | -1.45% | +1.65% | +14.24% | -2.48% | +0.02% | +5.08% | -14.65% | +5.02% |
| 2017 | +5.89% | +3.08% | -7.30% | -1.00% | +1.84% | +0.29% | +0.63% | -5.67% | +14.59% | +5.42% | +5.57% | -3.56% | +19.44% |
Drawdown analysis of Factset Research Systems (FDS)
The maximum drawdown for the FDS was -61.13%, occurring on Feb 17, 2026. This drawdown has not yet recovered.
The current FDS drawdown is -47.66%.
Since Nov 1, 1999 FDS has experienced the following drawdowns:
- 50% or more: 3 times
- 40% or more: 4 times
- 30% or more: 7 times
- 20% or more: 12 times
- 10% or more: 29 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.13% | Nov 14, 2024 | 312 | Feb 17, 2026 | Ongoing | Ongoing | Ongoing |
| -58.96% | Jun 5, 2001 | 69 | Sep 18, 2001 | 449 | Jul 1, 2003 | 518 |
| -54.43% | Oct 10, 2007 | 282 | Nov 20, 2008 | 247 | Nov 13, 2009 | 529 |
| -47.28% | Dec 29, 1999 | 100 | May 22, 2000 | 142 | Dec 12, 2000 | 242 |
| -36.39% | Dec 12, 2000 | 61 | Mar 13, 2001 | 58 | Jun 5, 2001 | 119 |
| -33.56% | Feb 19, 2020 | 23 | Mar 23, 2020 | 47 | May 29, 2020 | 70 |
| -31.12% | Sep 3, 2003 | 96 | Jan 21, 2004 | 201 | Nov 5, 2004 | 297 |
| -29.87% | Dec 29, 2004 | 93 | May 12, 2005 | 141 | Dec 1, 2005 | 234 |
| -29.63% | May 11, 2011 | 61 | Aug 8, 2011 | 489 | Jul 19, 2013 | 550 |
| -28.36% | Dec 29, 2021 | 117 | Jun 16, 2022 | 408 | Feb 1, 2024 | 525 |
| -22.30% | Oct 23, 2015 | 75 | Feb 11, 2016 | 131 | Aug 18, 2016 | 206 |
| -22.23% | Jun 19, 2019 | 77 | Oct 8, 2019 | 90 | Feb 18, 2020 | 167 |
| -19.93% | Jun 20, 2007 | 35 | Aug 9, 2007 | 40 | Oct 5, 2007 | 75 |
| -19.65% | Nov 28, 2018 | 17 | Dec 24, 2018 | 43 | Feb 27, 2019 | 60 |
| -18.86% | Mar 20, 2024 | 51 | Jun 3, 2024 | 114 | Nov 13, 2024 | 165 |
| -18.24% | Dec 14, 2009 | 35 | Feb 4, 2010 | 28 | Mar 17, 2010 | 63 |
| -17.86% | Aug 19, 2020 | 130 | Feb 25, 2021 | 109 | Aug 2, 2021 | 239 |
| -16.44% | Sep 2, 2016 | 42 | Nov 2, 2016 | 73 | Feb 17, 2017 | 115 |
| -15.74% | Nov 1, 1999 | 14 | Nov 19, 1999 | 17 | Dec 15, 1999 | 31 |
| -14.25% | Feb 21, 2017 | 132 | Aug 29, 2017 | 23 | Oct 2, 2017 | 155 |
| -14.21% | Apr 26, 2010 | 30 | Jun 8, 2010 | 40 | Aug 4, 2010 | 70 |
| -13.72% | Mar 20, 2018 | 30 | May 2, 2018 | 34 | Jun 20, 2018 | 64 |
| -12.88% | Dec 16, 2013 | 34 | Feb 5, 2014 | 91 | Jun 17, 2014 | 125 |
| -11.46% | Aug 17, 2015 | 5 | Aug 24, 2015 | 42 | Oct 22, 2015 | 47 |
| -10.88% | May 26, 2006 | 11 | Jun 13, 2006 | 13 | Jun 30, 2006 | 24 |