Franco-Nevada Corp (FNV.TO)
167.13
+1.22
(+0.74%)
CAD |
TSX |
Apr 18, 13:36
Franco-Nevada Max Drawdown (5Y): 38.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.29% |
| February 29, 2024 | 38.29% |
| January 31, 2024 | 38.29% |
| December 31, 2023 | 38.29% |
| November 30, 2023 | 38.29% |
| October 31, 2023 | 38.29% |
| September 30, 2023 | 38.29% |
| August 31, 2023 | 38.29% |
| July 31, 2023 | 38.29% |
| June 30, 2023 | 38.29% |
| May 31, 2023 | 38.29% |
| April 30, 2023 | 38.29% |
| March 31, 2023 | 38.29% |
| February 28, 2023 | 38.29% |
| January 31, 2023 | 38.29% |
| December 31, 2022 | 38.29% |
| November 30, 2022 | 38.29% |
| October 31, 2022 | 38.29% |
| September 30, 2022 | 38.29% |
| August 31, 2022 | 38.29% |
| July 31, 2022 | 38.29% |
| June 30, 2022 | 38.29% |
| May 31, 2022 | 38.29% |
| April 30, 2022 | 38.29% |
| March 31, 2022 | 38.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.29% |
| January 31, 2022 | 38.29% |
| December 31, 2021 | 38.29% |
| November 30, 2021 | 38.29% |
| October 31, 2021 | 38.29% |
| September 30, 2021 | 38.29% |
| August 31, 2021 | 38.29% |
| July 31, 2021 | 38.29% |
| June 30, 2021 | 38.29% |
| May 31, 2021 | 38.29% |
| April 30, 2021 | 38.29% |
| March 31, 2021 | 38.29% |
| February 28, 2021 | 37.46% |
| January 31, 2021 | 30.09% |
| December 31, 2020 | 29.29% |
| November 30, 2020 | 29.29% |
| October 31, 2020 | 29.29% |
| September 30, 2020 | 29.29% |
| August 31, 2020 | 29.29% |
| July 31, 2020 | 29.29% |
| June 30, 2020 | 29.29% |
| May 31, 2020 | 29.29% |
| April 30, 2020 | 29.45% |
| March 31, 2020 | 29.45% |
| February 29, 2020 | 29.45% |
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
29.29%
Minimum
May 2020
38.29%
Maximum
Mar 2021
35.02%
Average
38.29%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Barrick Gold Corp | 52.92% |
| Wheaton Precious Metals Corp | 46.39% |
| First Quantum Minerals Ltd | 78.27% |
| Agnico Eagle Mines Ltd | 54.78% |
| Nutrien Ltd | 51.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.010 |
| Beta (5Y) | 0.6006 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.19% |
| Historical Sharpe Ratio (5Y) | 0.2989 |
| Historical Sortino (5Y) | 0.6463 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.22% |