Forum Energy Metals Corp (FDCFF)
0.0804
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Forum Energy Metals Max Drawdown (5Y): 90.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.52% |
| March 31, 2024 | 90.52% |
| February 29, 2024 | 90.52% |
| January 31, 2024 | 90.52% |
| December 31, 2023 | 90.52% |
| November 30, 2023 | 91.18% |
| October 31, 2023 | 95.17% |
| September 30, 2023 | 95.60% |
| August 31, 2023 | 95.60% |
| July 31, 2023 | 95.60% |
| June 30, 2023 | 95.60% |
| May 31, 2023 | 95.60% |
| April 30, 2023 | 95.60% |
| March 31, 2023 | 95.60% |
| February 28, 2023 | 95.60% |
| January 31, 2023 | 95.60% |
| December 31, 2022 | 95.60% |
| November 30, 2022 | 95.60% |
| October 31, 2022 | 95.60% |
| September 30, 2022 | 95.60% |
| August 31, 2022 | 95.60% |
| July 31, 2022 | 95.60% |
| June 30, 2022 | 95.60% |
| May 31, 2022 | 95.60% |
| April 30, 2022 | 95.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.60% |
| February 28, 2022 | 95.60% |
| January 31, 2022 | 95.60% |
| December 31, 2021 | 95.60% |
| November 30, 2021 | 95.60% |
| October 31, 2021 | 95.60% |
| September 30, 2021 | 95.60% |
| August 31, 2021 | 95.60% |
| July 31, 2021 | 95.60% |
| June 30, 2021 | 95.60% |
| May 31, 2021 | 95.60% |
| April 30, 2021 | 95.60% |
| March 31, 2021 | 96.93% |
| February 28, 2021 | 96.93% |
| January 31, 2021 | 96.93% |
| December 31, 2020 | 97.16% |
| November 30, 2020 | 98.38% |
| October 31, 2020 | 99.17% |
| September 30, 2020 | 99.57% |
| August 31, 2020 | 99.57% |
| July 31, 2020 | 99.57% |
| June 30, 2020 | 99.57% |
| May 31, 2020 | 99.57% |
| April 30, 2020 | 99.57% |
| March 31, 2020 | 99.57% |
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
90.52%
Minimum
Dec 2023
99.57%
Maximum
May 2019
96.42%
Average
95.60%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Endeavour Silver Corp | 81.13% |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.69 |
| Beta (5Y) | 0.9687 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.84% |
| Historical Sharpe Ratio (5Y) | 0.2605 |
| Historical Sortino (5Y) | 0.5921 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.98% |