FMC Corp (FMC)
58.25
+0.43
(+0.74%)
USD |
NYSE |
Apr 22, 16:00
58.26
+0.01
(+0.02%)
After-Hours: 20:00
FMC Max Drawdown (5Y): 62.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 44.76% |
| May 31, 2021 | 44.76% |
| April 30, 2021 | 44.86% |
| March 31, 2021 | 47.52% |
| February 28, 2021 | 47.52% |
| January 31, 2021 | 54.12% |
| December 31, 2020 | 54.12% |
| November 30, 2020 | 58.51% |
| October 31, 2020 | 58.51% |
| September 30, 2020 | 58.51% |
| August 31, 2020 | 58.51% |
| July 31, 2020 | 58.51% |
| June 30, 2020 | 59.44% |
| May 31, 2020 | 59.44% |
| April 30, 2020 | 59.44% |
| March 31, 2020 | 59.44% |
| February 29, 2020 | 59.44% |
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
May 2021
62.92%
Maximum
Nov 2023
51.87%
Average
47.52%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Freeport-McMoRan Inc | 74.00% |
| Air Products & Chemicals Inc | 31.79% |
| Sherwin-Williams Co | 42.46% |
| Linde PLC | 32.57% |
| Steel Dynamics Inc | 68.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.96 |
| Beta (5Y) | 0.8708 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.18% |
| Historical Sharpe Ratio (5Y) | -0.1052 |
| Historical Sortino (5Y) | -0.1555 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.73% |