First Quantum Minerals Ltd (FM.TO)
18.32
+0.28
(+1.55%)
CAD |
TSX |
May 10, 14:23
First Quantum Minerals Max Drawdown (5Y): 78.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 90.97% |
June 30, 2020 | 90.97% |
May 31, 2020 | 90.97% |
April 30, 2020 | 90.97% |
March 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
May 2019
82.12%
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 | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.18 |
Beta (5Y) | 1.973 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.71% |
Historical Sharpe Ratio (5Y) | 0.0404 |
Historical Sortino (5Y) | 0.0575 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.08% |