First Quantum Minerals Ltd (FM.TO)
18.26
+0.05
(+0.27%)
CAD |
TSX |
Nov 04, 16:00
18.26
0.00 (0.00%)
After-Hours: 16:15
First Quantum Minerals Max Drawdown (5Y): 78.27% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 78.27% |
August 31, 2024 | 78.27% |
July 31, 2024 | 78.27% |
June 30, 2024 | 78.27% |
May 31, 2024 | 78.27% |
April 30, 2024 | 78.27% |
March 31, 2024 | 78.27% |
February 29, 2024 | 78.27% |
January 31, 2024 | 78.27% |
December 31, 2023 | 78.27% |
November 30, 2023 | 77.89% |
October 31, 2023 | 77.89% |
September 30, 2023 | 77.89% |
August 31, 2023 | 77.89% |
July 31, 2023 | 77.89% |
June 30, 2023 | 77.89% |
May 31, 2023 | 77.89% |
April 30, 2023 | 77.89% |
March 31, 2023 | 77.89% |
February 28, 2023 | 77.89% |
January 31, 2023 | 77.89% |
December 31, 2022 | 77.89% |
November 30, 2022 | 77.89% |
October 31, 2022 | 77.89% |
September 30, 2022 | 77.89% |
Date | Value |
---|---|
August 31, 2022 | 77.89% |
July 31, 2022 | 77.89% |
June 30, 2022 | 77.89% |
May 31, 2022 | 77.89% |
April 30, 2022 | 77.89% |
March 31, 2022 | 77.89% |
February 28, 2022 | 77.89% |
January 31, 2022 | 77.89% |
December 31, 2021 | 77.89% |
November 30, 2021 | 77.89% |
October 31, 2021 | 77.89% |
September 30, 2021 | 77.89% |
August 31, 2021 | 77.89% |
July 31, 2021 | 77.89% |
June 30, 2021 | 77.89% |
May 31, 2021 | 77.89% |
April 30, 2021 | 77.89% |
March 31, 2021 | 77.89% |
February 28, 2021 | 77.89% |
January 31, 2021 | 79.92% |
December 31, 2020 | 79.92% |
November 30, 2020 | 90.36% |
October 31, 2020 | 90.97% |
September 30, 2020 | 90.97% |
August 31, 2020 | 90.97% |
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
77.89%
Minimum
Feb 2021
90.97%
Maximum
Nov 2019
80.89%
Average
77.89%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Lundin Mining Corp | 57.65% |
Capstone Copper Corp | 80.23% |
Hudbay Minerals Inc | 84.00% |
Imperial Metals Corp | 89.96% |
NGEx Minerals Ltd | 66.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.499 |
Beta (5Y) | 1.711 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.87% |
Historical Sharpe Ratio (5Y) | 0.1394 |
Historical Sortino (5Y) | 0.1984 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.14% |