Freeport-McMoRan Inc (FCX)
43.74
+0.04
(+0.09%)
USD |
NYSE |
Nov 21, 16:00
43.80
+0.06
(+0.14%)
After-Hours: 16:26
Freeport-McMoRan Max Drawdown (5Y): 76.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.54% |
| September 30, 2024 | 76.54% |
| August 31, 2024 | 76.54% |
| July 31, 2024 | 76.54% |
| June 30, 2024 | 76.54% |
| May 31, 2024 | 76.54% |
| April 30, 2024 | 76.54% |
| March 31, 2024 | 76.54% |
| February 29, 2024 | 76.54% |
| January 31, 2024 | 76.54% |
| December 31, 2023 | 76.54% |
| November 30, 2023 | 76.54% |
| October 31, 2023 | 76.54% |
| September 30, 2023 | 76.54% |
| August 31, 2023 | 76.54% |
| July 31, 2023 | 76.54% |
| June 30, 2023 | 76.54% |
| May 31, 2023 | 76.54% |
| April 30, 2023 | 76.54% |
| March 31, 2023 | 76.54% |
| February 28, 2023 | 76.54% |
| January 31, 2023 | 76.54% |
| December 31, 2022 | 76.54% |
| November 30, 2022 | 76.54% |
| October 31, 2022 | 76.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.54% |
| August 31, 2022 | 76.54% |
| July 31, 2022 | 76.54% |
| June 30, 2022 | 76.54% |
| May 31, 2022 | 76.54% |
| April 30, 2022 | 76.54% |
| March 31, 2022 | 76.54% |
| February 28, 2022 | 76.54% |
| January 31, 2022 | 76.54% |
| December 31, 2021 | 76.54% |
| November 30, 2021 | 76.54% |
| October 31, 2021 | 76.54% |
| September 30, 2021 | 76.54% |
| August 31, 2021 | 76.54% |
| July 31, 2021 | 76.54% |
| June 30, 2021 | 77.72% |
| May 31, 2021 | 78.50% |
| April 30, 2021 | 78.50% |
| March 31, 2021 | 81.22% |
| February 28, 2021 | 83.81% |
| January 31, 2021 | 90.77% |
| December 31, 2020 | 92.31% |
| November 30, 2020 | 92.31% |
| October 31, 2020 | 92.31% |
| September 30, 2020 | 92.31% |
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
76.54%
Minimum
Jul 2021
92.31%
Maximum
Nov 2019
80.74%
Average
76.54%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Southern Copper Corp | 55.38% |
| Newmont Corp | 62.43% |
| Coeur Mining Inc | 83.98% |
| Idaho Copper Corp | 99.99% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.07 |
| Beta (5Y) | 1.911 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.79% |
| Historical Sharpe Ratio (5Y) | 0.6976 |
| Historical Sortino (5Y) | 1.087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.01% |