Foran Mining Corp (FOM.TO)
4.06
-0.17
(-4.02%)
CAD |
TSX |
Jun 10, 16:00
Foran Mining Max Drawdown (5Y): 86.67% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 86.67% |
April 30, 2024 | 86.67% |
March 31, 2024 | 86.67% |
February 29, 2024 | 86.67% |
January 31, 2024 | 86.67% |
December 31, 2023 | 86.67% |
November 30, 2023 | 86.67% |
October 31, 2023 | 86.67% |
September 30, 2023 | 86.67% |
August 31, 2023 | 86.67% |
July 31, 2023 | 86.67% |
June 30, 2023 | 86.67% |
May 31, 2023 | 86.67% |
April 30, 2023 | 86.67% |
March 31, 2023 | 86.67% |
February 28, 2023 | 86.67% |
January 31, 2023 | 86.67% |
December 31, 2022 | 86.67% |
November 30, 2022 | 86.67% |
October 31, 2022 | 86.67% |
September 30, 2022 | 86.67% |
August 31, 2022 | 86.67% |
July 31, 2022 | 86.67% |
June 30, 2022 | 86.67% |
May 31, 2022 | 86.67% |
Date | Value |
---|---|
April 30, 2022 | 86.67% |
March 31, 2022 | 86.67% |
February 28, 2022 | 86.67% |
January 31, 2022 | 86.67% |
December 31, 2021 | 86.67% |
November 30, 2021 | 86.67% |
October 31, 2021 | 86.67% |
September 30, 2021 | 86.67% |
August 31, 2021 | 86.67% |
July 31, 2021 | 86.67% |
June 30, 2021 | 86.67% |
May 31, 2021 | 86.67% |
April 30, 2021 | 86.67% |
March 31, 2021 | 86.67% |
February 28, 2021 | 86.67% |
January 31, 2021 | 90.66% |
December 31, 2020 | 90.66% |
November 30, 2020 | 94.00% |
October 31, 2020 | 95.00% |
September 30, 2020 | 95.00% |
August 31, 2020 | 95.00% |
July 31, 2020 | 95.00% |
June 30, 2020 | 95.00% |
May 31, 2020 | 95.00% |
April 30, 2020 | 95.00% |
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
86.67%
Minimum
Feb 2021
95.00%
Maximum
Jun 2019
89.28%
Average
86.67%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Sierra Metals Inc | 97.27% |
Teck Resources Ltd | 76.93% |
Ivanhoe Mines Ltd | 61.25% |
Filo Corp | 67.11% |
Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 34.61 |
Beta (5Y) | 4.062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.99% |
Historical Sharpe Ratio (5Y) | 0.7216 |
Historical Sortino (5Y) | 1.800 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.31% |