Focus Graphite Inc (FCSMF)
0.1096
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Focus Graphite Max Drawdown (5Y): 97.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.43% |
| March 31, 2024 | 97.43% |
| February 29, 2024 | 97.43% |
| January 31, 2024 | 97.43% |
| December 31, 2023 | 97.43% |
| November 30, 2023 | 97.43% |
| October 31, 2023 | 97.43% |
| September 30, 2023 | 97.43% |
| August 31, 2023 | 97.50% |
| July 31, 2023 | 97.68% |
| June 30, 2023 | 97.68% |
| May 31, 2023 | 97.68% |
| April 30, 2023 | 97.68% |
| March 31, 2023 | 97.68% |
| February 28, 2023 | 97.68% |
| January 31, 2023 | 97.68% |
| December 31, 2022 | 97.68% |
| November 30, 2022 | 97.68% |
| October 31, 2022 | 97.68% |
| September 30, 2022 | 97.68% |
| August 31, 2022 | 97.68% |
| July 31, 2022 | 97.68% |
| June 30, 2022 | 97.68% |
| May 31, 2022 | 97.68% |
| April 30, 2022 | 97.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.68% |
| February 28, 2022 | 97.68% |
| January 31, 2022 | 97.68% |
| December 31, 2021 | 97.68% |
| November 30, 2021 | 97.68% |
| October 31, 2021 | 97.68% |
| September 30, 2021 | 97.68% |
| August 31, 2021 | 97.68% |
| July 31, 2021 | 97.68% |
| June 30, 2021 | 97.68% |
| May 31, 2021 | 97.68% |
| April 30, 2021 | 97.68% |
| March 31, 2021 | 97.68% |
| February 28, 2021 | 97.68% |
| January 31, 2021 | 97.68% |
| December 31, 2020 | 97.68% |
| November 30, 2020 | 97.68% |
| October 31, 2020 | 97.68% |
| September 30, 2020 | 97.68% |
| August 31, 2020 | 97.68% |
| July 31, 2020 | 97.68% |
| June 30, 2020 | 97.68% |
| May 31, 2020 | 97.68% |
| April 30, 2020 | 97.68% |
| March 31, 2020 | 97.68% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
97.43%
Minimum
Sep 2023
97.68%
Maximum
May 2019
97.65%
Average
97.68%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Enertopia Corp | 97.25% |
| Loop Industries Inc | 89.43% |
| Gold Royalty Corp | -- |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.53 |
| Beta (5Y) | 3.043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.4% |
| Historical Sharpe Ratio (5Y) | -0.1305 |
| Historical Sortino (5Y) | -0.3976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.04% |