Fresnillo PLC (FNLPF)
7.11
+0.05
(+0.71%)
USD |
OTCM |
May 01, 15:08
Fresnillo Max Drawdown (5Y): 73.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.79% |
March 31, 2024 | 73.79% |
February 29, 2024 | 73.79% |
January 31, 2024 | 73.79% |
December 31, 2023 | 73.79% |
November 30, 2023 | 73.79% |
October 31, 2023 | 73.79% |
September 30, 2023 | 73.79% |
August 31, 2023 | 73.79% |
July 31, 2023 | 73.79% |
June 30, 2023 | 73.79% |
May 31, 2023 | 73.79% |
April 30, 2023 | 73.79% |
March 31, 2023 | 73.79% |
February 28, 2023 | 73.79% |
January 31, 2023 | 73.79% |
December 31, 2022 | 73.79% |
November 30, 2022 | 73.79% |
October 31, 2022 | 73.79% |
September 30, 2022 | 73.79% |
August 31, 2022 | 73.79% |
July 31, 2022 | 73.79% |
June 30, 2022 | 73.79% |
May 31, 2022 | 73.79% |
April 30, 2022 | 73.79% |
Date | Value |
---|---|
March 31, 2022 | 73.79% |
February 28, 2022 | 73.79% |
January 31, 2022 | 73.79% |
December 31, 2021 | 73.79% |
November 30, 2021 | 73.79% |
October 31, 2021 | 73.79% |
September 30, 2021 | 73.79% |
August 31, 2021 | 73.79% |
July 31, 2021 | 73.79% |
June 30, 2021 | 73.79% |
May 31, 2021 | 73.79% |
April 30, 2021 | 73.79% |
March 31, 2021 | 73.79% |
February 28, 2021 | 73.79% |
January 31, 2021 | 73.79% |
December 31, 2020 | 73.79% |
November 30, 2020 | 73.79% |
October 31, 2020 | 73.79% |
September 30, 2020 | 73.79% |
August 31, 2020 | 73.79% |
July 31, 2020 | 73.79% |
June 30, 2020 | 73.79% |
May 31, 2020 | 73.79% |
April 30, 2020 | 73.79% |
March 31, 2020 | 73.79% |
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
71.94%
Minimum
May 2019
73.79%
Maximum
Mar 2020
73.48%
Average
73.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cemex SAB de CV | 83.71% |
Grupo Simec SAB de CV | 58.87% |
GCC SAB de CV | 31.52% |
Vitro SAB de CV | 99.52% |
Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.77 |
Beta (5Y) | 0.551 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.55% |
Historical Sharpe Ratio (5Y) | -0.1488 |
Historical Sortino (5Y) | -0.3013 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.58% |