FMC Corp (FMC)
59.07
+0.74
(+1.27%)
USD |
NYSE |
Nov 22, 13:55
FMC Max Drawdown (5Y): 62.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.92% |
| September 30, 2024 | 62.92% |
| August 31, 2024 | 62.92% |
| July 31, 2024 | 62.92% |
| June 30, 2024 | 62.92% |
| May 31, 2024 | 62.92% |
| April 30, 2024 | 62.92% |
| March 31, 2024 | 62.92% |
| February 29, 2024 | 62.92% |
| January 31, 2024 | 62.92% |
| December 31, 2023 | 62.92% |
| November 30, 2023 | 62.92% |
| October 31, 2023 | 60.56% |
| September 30, 2023 | 51.49% |
| August 31, 2023 | 44.76% |
| July 31, 2023 | 44.76% |
| June 30, 2023 | 44.76% |
| May 31, 2023 | 44.76% |
| April 30, 2023 | 44.76% |
| March 31, 2023 | 44.76% |
| February 28, 2023 | 44.76% |
| January 31, 2023 | 44.76% |
| December 31, 2022 | 44.76% |
| November 30, 2022 | 44.76% |
| October 31, 2022 | 44.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.76% |
| August 31, 2022 | 44.76% |
| July 31, 2022 | 44.76% |
| June 30, 2022 | 44.76% |
| May 31, 2022 | 44.76% |
| April 30, 2022 | 44.76% |
| March 31, 2022 | 44.76% |
| February 28, 2022 | 44.76% |
| January 31, 2022 | 44.76% |
| December 31, 2021 | 44.76% |
| November 30, 2021 | 44.76% |
| October 31, 2021 | 44.76% |
| September 30, 2021 | 44.76% |
| August 31, 2021 | 44.76% |
| July 31, 2021 | 44.76% |
| June 30, 2021 | 44.86% |
| May 31, 2021 | 47.52% |
| April 30, 2021 | 47.52% |
| March 31, 2021 | 54.12% |
| February 28, 2021 | 54.12% |
| January 31, 2021 | 58.51% |
| December 31, 2020 | 58.51% |
| November 30, 2020 | 58.51% |
| October 31, 2020 | 58.51% |
| September 30, 2020 | 58.51% |
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
44.76%
Minimum
Jul 2021
62.92%
Maximum
Nov 2023
52.77%
Average
52.81%
Median
Max Drawdown (5Y) Benchmarks
| Nucor Corp | 57.19% |
| Steel Dynamics Inc | 68.46% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.71 |
| Beta (5Y) | 0.8461 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.95% |
| Historical Sharpe Ratio (5Y) | -0.1999 |
| Historical Sortino (5Y) | -0.2947 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.80% |