Fancamp Exploration Ltd (FNC.V)
0.065
0.00 (0.00%)
CAD |
TSXV |
Sep 27, 16:00
Fancamp Exploration Max Drawdown (5Y): 80.00% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 80.00% |
| July 31, 2024 | 80.00% |
| June 30, 2024 | 80.00% |
| May 31, 2024 | 80.00% |
| April 30, 2024 | 80.00% |
| March 31, 2024 | 80.00% |
| February 29, 2024 | 80.00% |
| January 31, 2024 | 80.00% |
| December 31, 2023 | 80.00% |
| November 30, 2023 | 80.00% |
| October 31, 2023 | 80.00% |
| September 30, 2023 | 80.00% |
| August 31, 2023 | 80.00% |
| July 31, 2023 | 80.00% |
| June 30, 2023 | 80.00% |
| May 31, 2023 | 80.00% |
| April 30, 2023 | 80.00% |
| March 31, 2023 | 80.00% |
| February 28, 2023 | 80.00% |
| January 31, 2023 | 80.00% |
| December 31, 2022 | 80.00% |
| November 30, 2022 | 80.00% |
| October 31, 2022 | 80.00% |
| September 30, 2022 | 80.00% |
| August 31, 2022 | 80.00% |
| Date | Value |
|---|---|
| July 31, 2022 | 80.00% |
| June 30, 2022 | 80.00% |
| May 31, 2022 | 80.00% |
| April 30, 2022 | 80.00% |
| March 31, 2022 | 80.00% |
| February 28, 2022 | 80.00% |
| January 31, 2022 | 80.00% |
| December 31, 2021 | 82.76% |
| November 30, 2021 | 82.76% |
| October 31, 2021 | 87.50% |
| September 30, 2021 | 89.86% |
| August 31, 2021 | 92.00% |
| July 31, 2021 | 92.00% |
| June 30, 2021 | 92.00% |
| May 31, 2021 | 92.00% |
| April 30, 2021 | 92.00% |
| March 31, 2021 | 92.00% |
| February 28, 2021 | 92.00% |
| January 31, 2021 | 94.87% |
| December 31, 2020 | 95.29% |
| November 30, 2020 | 96.08% |
| October 31, 2020 | 96.83% |
| September 30, 2020 | 97.22% |
| August 31, 2020 | 97.37% |
| July 31, 2020 | 97.37% |
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
80.00%
Minimum
Jan 2022
97.37%
Maximum
Sep 2019
86.59%
Average
80.00%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Lode Gold Resources Inc | 95.31% |
| St-Georges Eco-Mining Corp | 98.78% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.27 |
| Beta (5Y) | 1.445 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.70% |
| Historical Sharpe Ratio (5Y) | -0.0136 |
| Historical Sortino (5Y) | -0.0283 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.22% |