First Quantum Minerals Ltd (FQVLF)
13.61
+1.32
(+10.75%)
USD |
OTCM |
May 03, 16:00
First Quantum Minerals Max Drawdown (5Y): 80.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.41% |
March 31, 2024 | 80.41% |
February 29, 2024 | 80.41% |
January 31, 2024 | 80.41% |
December 31, 2023 | 80.41% |
November 30, 2023 | 80.41% |
October 31, 2023 | 80.41% |
September 30, 2023 | 80.41% |
August 31, 2023 | 80.41% |
July 31, 2023 | 80.41% |
June 30, 2023 | 80.41% |
May 31, 2023 | 80.41% |
April 30, 2023 | 80.41% |
March 31, 2023 | 80.41% |
February 28, 2023 | 80.41% |
January 31, 2023 | 80.41% |
December 31, 2022 | 80.41% |
November 30, 2022 | 80.41% |
October 31, 2022 | 80.41% |
September 30, 2022 | 80.41% |
August 31, 2022 | 80.41% |
July 31, 2022 | 80.41% |
June 30, 2022 | 80.41% |
May 31, 2022 | 80.41% |
April 30, 2022 | 80.41% |
Date | Value |
---|---|
March 31, 2022 | 80.41% |
February 28, 2022 | 80.41% |
January 31, 2022 | 80.41% |
December 31, 2021 | 80.41% |
November 30, 2021 | 80.41% |
October 31, 2021 | 80.41% |
September 30, 2021 | 80.41% |
August 31, 2021 | 80.41% |
July 31, 2021 | 80.41% |
June 30, 2021 | 80.41% |
May 31, 2021 | 80.41% |
April 30, 2021 | 80.41% |
March 31, 2021 | 80.41% |
February 28, 2021 | 80.41% |
January 31, 2021 | 83.01% |
December 31, 2020 | 83.01% |
November 30, 2020 | 92.38% |
October 31, 2020 | 92.95% |
September 30, 2020 | 92.95% |
August 31, 2020 | 92.95% |
July 31, 2020 | 92.95% |
June 30, 2020 | 92.95% |
May 31, 2020 | 92.95% |
April 30, 2020 | 92.95% |
March 31, 2020 | 92.95% |
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
80.41%
Minimum
Feb 2021
92.95%
Maximum
May 2019
84.46%
Average
80.41%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.93 |
Beta (5Y) | 1.750 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.73% |
Historical Sharpe Ratio (5Y) | 0.0385 |
Historical Sortino (5Y) | 0.0568 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.61% |