Franco-Nevada Corp (FNV)
123.27
+1.82
(+1.50%)
USD |
NYSE |
Nov 21, 16:00
123.04
-0.23
(-0.19%)
After-Hours: 20:00
Franco-Nevada Max Drawdown (5Y): 37.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.12% |
| September 30, 2024 | 37.12% |
| August 31, 2024 | 37.12% |
| July 31, 2024 | 37.12% |
| June 30, 2024 | 37.12% |
| May 31, 2024 | 37.12% |
| April 30, 2024 | 37.12% |
| March 31, 2024 | 37.12% |
| February 29, 2024 | 37.12% |
| January 31, 2024 | 37.12% |
| December 31, 2023 | 37.12% |
| November 30, 2023 | 34.79% |
| October 31, 2023 | 34.79% |
| September 30, 2023 | 34.79% |
| August 31, 2023 | 34.79% |
| July 31, 2023 | 34.79% |
| June 30, 2023 | 34.79% |
| May 31, 2023 | 34.79% |
| April 30, 2023 | 34.79% |
| March 31, 2023 | 34.79% |
| February 28, 2023 | 34.79% |
| January 31, 2023 | 34.79% |
| December 31, 2022 | 34.79% |
| November 30, 2022 | 34.79% |
| October 31, 2022 | 34.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.79% |
| August 31, 2022 | 34.79% |
| July 31, 2022 | 34.79% |
| June 30, 2022 | 34.79% |
| May 31, 2022 | 34.79% |
| April 30, 2022 | 34.79% |
| March 31, 2022 | 34.79% |
| February 28, 2022 | 34.79% |
| January 31, 2022 | 34.79% |
| December 31, 2021 | 34.79% |
| November 30, 2021 | 34.79% |
| October 31, 2021 | 34.79% |
| September 30, 2021 | 34.79% |
| August 31, 2021 | 34.79% |
| July 31, 2021 | 34.79% |
| June 30, 2021 | 34.79% |
| May 31, 2021 | 34.79% |
| April 30, 2021 | 34.79% |
| March 31, 2021 | 34.79% |
| February 28, 2021 | 34.26% |
| January 31, 2021 | 30.82% |
| December 31, 2020 | 30.82% |
| November 30, 2020 | 30.82% |
| October 31, 2020 | 30.82% |
| September 30, 2020 | 30.82% |
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
30.82%
Minimum
Sep 2020
37.12%
Maximum
Dec 2023
34.75%
Average
34.79%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Newmont Corp | 62.43% |
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 89.67% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.586 |
| Beta (5Y) | 0.7527 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.11% |
| Historical Sharpe Ratio (5Y) | 0.1649 |
| Historical Sortino (5Y) | 0.3755 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.09% |