Freeport-McMoRan, Inc. (FCX)
72.04
+2.76
(+3.98%)
USD |
NYSE |
Oct 02, 16:00
71.99
-0.05
(-0.07%)
Pre-Market: 20:00
Freeport-McMoRan Max Drawdown (5Y) : 51.25% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 51.25% |
| August 31, 2026 | 51.25% |
| July 31, 2026 | 51.25% |
| June 30, 2026 | 51.25% |
| May 31, 2026 | 51.25% |
| April 30, 2026 | 51.25% |
| March 31, 2026 | 51.25% |
| February 28, 2026 | 51.25% |
| January 31, 2026 | 51.25% |
| December 31, 2025 | 51.25% |
| November 30, 2025 | 51.25% |
| October 31, 2025 | 51.25% |
| September 30, 2025 | 51.25% |
| August 31, 2025 | 51.25% |
| July 31, 2025 | 51.25% |
| June 30, 2025 | 51.25% |
| May 31, 2025 | 52.51% |
| April 30, 2025 | 60.95% |
| March 31, 2025 | 72.07% |
| February 28, 2025 | 76.54% |
| January 31, 2025 | 76.54% |
| December 31, 2024 | 76.54% |
| November 30, 2024 | 76.54% |
| October 31, 2024 | 76.54% |
| September 30, 2024 | 76.54% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 76.54% |
| August 31, 2022 | 76.54% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Newmont Corp. | 62.43% |
| Anglogold Ashanti Plc | 66.34% |
| MP Materials Corp. | 81.99% |
| BHP Group Ltd. | 37.26% |
| Rio Tinto Plc | 35.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4439 |
| Beta (5Y) | 1.395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.21% |
| Historical Sharpe Ratio (5Y) | 0.3412 |
| Historical Sortino (5Y) | 0.6448 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.40% |