Ferrexpo Plc (FEEXF)
0.35
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
Ferrexpo Max Drawdown (5Y) : 93.33% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 93.33% |
| August 31, 2026 | 93.33% |
| July 31, 2026 | 93.33% |
| June 30, 2026 | 93.33% |
| May 31, 2026 | 93.33% |
| April 30, 2026 | 93.33% |
| March 31, 2026 | 92.27% |
| February 28, 2026 | 92.27% |
| January 31, 2026 | 92.27% |
| December 31, 2025 | 92.27% |
| November 30, 2025 | 92.27% |
| October 31, 2025 | 92.27% |
| September 30, 2025 | 92.27% |
| August 31, 2025 | 90.73% |
| July 31, 2025 | 90.73% |
| June 30, 2025 | 90.73% |
| May 31, 2025 | 90.73% |
| April 30, 2025 | 90.73% |
| March 31, 2025 | 90.73% |
| February 28, 2025 | 90.73% |
| January 31, 2025 | 90.73% |
| December 31, 2024 | 90.73% |
| November 30, 2024 | 90.73% |
| October 31, 2024 | 90.73% |
| September 30, 2024 | 90.73% |
| Date | Value |
|---|---|
| August 31, 2024 | 90.73% |
| July 31, 2024 | 90.73% |
| June 30, 2024 | 90.73% |
| May 31, 2024 | 90.61% |
| April 30, 2024 | 90.61% |
| March 31, 2024 | 90.39% |
| February 29, 2024 | 84.96% |
| January 31, 2024 | 84.96% |
| December 31, 2023 | 84.96% |
| November 30, 2023 | 84.96% |
| October 31, 2023 | 84.96% |
| September 30, 2023 | 84.29% |
| August 31, 2023 | 83.63% |
| July 31, 2023 | 81.63% |
| June 30, 2023 | 81.63% |
| May 31, 2023 | 80.09% |
| April 30, 2023 | 80.09% |
| March 31, 2023 | 80.09% |
| February 28, 2023 | 80.09% |
| January 31, 2023 | 80.09% |
| December 31, 2022 | 80.09% |
| November 30, 2022 | 80.09% |
| October 31, 2022 | 79.23% |
| September 30, 2022 | 78.20% |
| August 31, 2022 | 78.20% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd. | 37.26% |
| Cleveland-Cliffs, Inc. | 82.37% |
| Mesabi Trust | 52.66% |
| Rio Tinto Plc | 35.60% |
| Vale SA | 49.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.94 |
| Beta (5Y) | 0.8544 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.44% |
| Historical Sharpe Ratio (5Y) | -0.4383 |
| Historical Sortino (5Y) | -0.9299 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.24% |