Forum Energy Metals Corp (FMC.V)
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Sep 27, 16:00
Forum Energy Metals Max Drawdown (5Y): 89.81% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 89.81% |
| July 31, 2024 | 89.81% |
| June 30, 2024 | 89.81% |
| May 31, 2024 | 89.81% |
| April 30, 2024 | 89.81% |
| March 31, 2024 | 89.81% |
| February 29, 2024 | 89.81% |
| January 31, 2024 | 89.81% |
| December 31, 2023 | 89.81% |
| November 30, 2023 | 89.86% |
| October 31, 2023 | 92.16% |
| September 30, 2023 | 93.14% |
| August 31, 2023 | 93.14% |
| July 31, 2023 | 93.14% |
| June 30, 2023 | 93.14% |
| May 31, 2023 | 93.14% |
| April 30, 2023 | 93.14% |
| March 31, 2023 | 93.14% |
| February 28, 2023 | 93.14% |
| January 31, 2023 | 93.14% |
| December 31, 2022 | 93.14% |
| November 30, 2022 | 93.14% |
| October 31, 2022 | 93.14% |
| September 30, 2022 | 93.14% |
| August 31, 2022 | 93.14% |
| Date | Value |
|---|---|
| July 31, 2022 | 93.14% |
| June 30, 2022 | 93.14% |
| May 31, 2022 | 93.14% |
| April 30, 2022 | 93.94% |
| March 31, 2022 | 93.94% |
| February 28, 2022 | 93.94% |
| January 31, 2022 | 93.94% |
| December 31, 2021 | 93.94% |
| November 30, 2021 | 93.94% |
| October 31, 2021 | 93.94% |
| September 30, 2021 | 94.51% |
| August 31, 2021 | 95.33% |
| July 31, 2021 | 95.33% |
| June 30, 2021 | 95.56% |
| May 31, 2021 | 95.56% |
| April 30, 2021 | 95.56% |
| March 31, 2021 | 95.56% |
| February 28, 2021 | 95.56% |
| January 31, 2021 | 95.56% |
| December 31, 2020 | 96.16% |
| November 30, 2020 | 97.48% |
| October 31, 2020 | 98.76% |
| September 30, 2020 | 99.36% |
| August 31, 2020 | 99.36% |
| July 31, 2020 | 99.36% |
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
89.81%
Minimum
Dec 2023
99.36%
Maximum
Sep 2019
94.56%
Average
93.94%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| CanAlaska Uranium Ltd | 93.38% |
| Forsys Metals Corp | 76.00% |
| Global Atomic Corp | 76.80% |
| Global Uranium Corp | -- |
| Roberto Resources Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.870 |
| Beta (5Y) | 1.170 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.76% |
| Historical Sharpe Ratio (5Y) | 0.035 |
| Historical Sortino (5Y) | 0.0778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.50% |