Fortescue Ltd (FSUMF)
17.15
+0.16
(+0.94%)
USD |
OTCM |
May 03, 12:26
Fortescue Max Drawdown (5Y): 41.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.39% |
| March 31, 2024 | 41.39% |
| February 29, 2024 | 41.39% |
| January 31, 2024 | 41.39% |
| December 31, 2023 | 41.39% |
| November 30, 2023 | 41.39% |
| October 31, 2023 | 41.39% |
| September 30, 2023 | 44.77% |
| August 31, 2023 | 44.77% |
| July 31, 2023 | 49.11% |
| June 30, 2023 | 50.09% |
| May 31, 2023 | 50.09% |
| April 30, 2023 | 50.09% |
| March 31, 2023 | 50.09% |
| February 28, 2023 | 50.09% |
| January 31, 2023 | 50.09% |
| December 31, 2022 | 50.09% |
| November 30, 2022 | 50.09% |
| October 31, 2022 | 50.09% |
| September 30, 2022 | 50.09% |
| August 31, 2022 | 50.09% |
| July 31, 2022 | 50.09% |
| June 30, 2022 | 50.09% |
| May 31, 2022 | 50.09% |
| April 30, 2022 | 50.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.09% |
| February 28, 2022 | 50.09% |
| January 31, 2022 | 50.09% |
| December 31, 2021 | 50.09% |
| November 30, 2021 | 50.09% |
| October 31, 2021 | 50.09% |
| September 30, 2021 | 50.09% |
| August 31, 2021 | 50.09% |
| July 31, 2021 | 50.09% |
| June 30, 2021 | 50.09% |
| May 31, 2021 | 50.09% |
| April 30, 2021 | 51.93% |
| March 31, 2021 | 62.92% |
| February 28, 2021 | 66.97% |
| January 31, 2021 | 70.72% |
| December 31, 2020 | 71.19% |
| November 30, 2020 | 81.25% |
| October 31, 2020 | 84.63% |
| September 30, 2020 | 84.63% |
| August 31, 2020 | 84.63% |
| July 31, 2020 | 84.63% |
| June 30, 2020 | 84.63% |
| May 31, 2020 | 84.63% |
| April 30, 2020 | 84.63% |
| March 31, 2020 | 84.63% |
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
41.39%
Minimum
Oct 2023
84.63%
Maximum
May 2019
60.98%
Average
50.09%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.83 |
| Beta (5Y) | 1.164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.87% |
| Historical Sharpe Ratio (5Y) | 0.8871 |
| Historical Sortino (5Y) | 1.786 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.33% |