Freeport-McMoRan Inc (FCX)
45.59
+0.57
(+1.27%)
USD |
NYSE |
Nov 01, 16:00
45.77
+0.18
(+0.39%)
After-Hours: 20:00
Freeport-McMoRan Max Drawdown (5Y): 74.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.00% |
September 30, 2024 | 74.00% |
August 31, 2024 | 74.00% |
July 31, 2024 | 74.00% |
June 30, 2024 | 74.00% |
May 31, 2024 | 74.00% |
April 30, 2024 | 74.00% |
March 31, 2024 | 74.00% |
February 29, 2024 | 74.00% |
January 31, 2024 | 74.00% |
December 31, 2023 | 74.00% |
November 30, 2023 | 74.00% |
October 31, 2023 | 74.00% |
September 30, 2023 | 74.00% |
August 31, 2023 | 74.00% |
July 31, 2023 | 74.00% |
June 30, 2023 | 74.00% |
May 31, 2023 | 74.00% |
April 30, 2023 | 74.00% |
March 31, 2023 | 74.00% |
February 28, 2023 | 74.00% |
January 31, 2023 | 74.00% |
December 31, 2022 | 74.00% |
November 30, 2022 | 74.00% |
October 31, 2022 | 74.00% |
Date | Value |
---|---|
September 30, 2022 | 74.00% |
August 31, 2022 | 74.00% |
July 31, 2022 | 74.00% |
June 30, 2022 | 74.00% |
May 31, 2022 | 74.00% |
April 30, 2022 | 74.00% |
March 31, 2022 | 74.00% |
February 28, 2022 | 74.00% |
January 31, 2022 | 74.00% |
December 31, 2021 | 74.00% |
November 30, 2021 | 74.00% |
October 31, 2021 | 74.00% |
September 30, 2021 | 74.00% |
August 31, 2021 | 74.00% |
July 31, 2021 | 75.97% |
June 30, 2021 | 75.97% |
May 31, 2021 | 75.97% |
April 30, 2021 | 75.97% |
March 31, 2021 | 75.97% |
February 28, 2021 | 77.91% |
January 31, 2021 | 81.22% |
December 31, 2020 | 81.62% |
November 30, 2020 | 90.77% |
October 31, 2020 | 92.07% |
September 30, 2020 | 92.07% |
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
74.00%
Minimum
Aug 2021
92.07%
Maximum
Nov 2019
78.37%
Average
74.00%
Median
Aug 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% |