Falco Resources Ltd (FPC.V)
0.27
0.00 (0.00%)
CAD |
TSXV |
May 31, 16:00
Falco Resources Max Drawdown (5Y): 88.59% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 88.59% |
| April 30, 2024 | 88.59% |
| March 31, 2024 | 88.59% |
| February 29, 2024 | 88.59% |
| January 31, 2024 | 88.59% |
| December 31, 2023 | 88.59% |
| November 30, 2023 | 88.59% |
| October 31, 2023 | 88.59% |
| September 30, 2023 | 88.59% |
| August 31, 2023 | 88.59% |
| July 31, 2023 | 88.59% |
| June 30, 2023 | 88.59% |
| May 31, 2023 | 88.59% |
| April 30, 2023 | 88.59% |
| March 31, 2023 | 88.59% |
| February 28, 2023 | 88.59% |
| January 31, 2023 | 88.59% |
| December 31, 2022 | 88.59% |
| November 30, 2022 | 88.10% |
| October 31, 2022 | 88.10% |
| September 30, 2022 | 88.10% |
| August 31, 2022 | 88.10% |
| July 31, 2022 | 88.10% |
| June 30, 2022 | 88.10% |
| May 31, 2022 | 88.10% |
| Date | Value |
|---|---|
| April 30, 2022 | 88.10% |
| March 31, 2022 | 88.10% |
| February 28, 2022 | 88.10% |
| January 31, 2022 | 88.10% |
| December 31, 2021 | 88.10% |
| November 30, 2021 | 88.10% |
| October 31, 2021 | 88.10% |
| September 30, 2021 | 88.10% |
| August 31, 2021 | 88.10% |
| July 31, 2021 | 88.10% |
| June 30, 2021 | 88.10% |
| May 31, 2021 | 88.10% |
| April 30, 2021 | 88.10% |
| March 31, 2021 | 88.10% |
| February 28, 2021 | 88.10% |
| January 31, 2021 | 88.10% |
| December 31, 2020 | 88.10% |
| November 30, 2020 | 88.10% |
| October 31, 2020 | 88.10% |
| September 30, 2020 | 88.10% |
| August 31, 2020 | 88.10% |
| July 31, 2020 | 88.10% |
| June 30, 2020 | 88.10% |
| May 31, 2020 | 88.10% |
| April 30, 2020 | 88.10% |
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
85.71%
Minimum
Jun 2019
88.59%
Maximum
Dec 2022
87.99%
Average
88.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Entree Resources Ltd | 73.86% |
| Erdene Resource Development Corp | 90.15% |
| Teck Resources Ltd | 76.93% |
| Ivanhoe Mines Ltd | 61.25% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.47 |
| Beta (5Y) | 1.600 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.82% |
| Historical Sharpe Ratio (5Y) | 0.0221 |
| Historical Sortino (5Y) | 0.0604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.88% |