Falco Resources Ltd (FPRGF)
0.2457
0.00 (0.00%)
USD |
OTCM |
Sep 20, 12:25
Falco Resources Max Drawdown (5Y): 97.55% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 97.55% |
| July 31, 2024 | 97.55% |
| June 30, 2024 | 97.55% |
| May 31, 2024 | 97.55% |
| April 30, 2024 | 97.55% |
| March 31, 2024 | 97.55% |
| February 29, 2024 | 97.55% |
| January 31, 2024 | 97.55% |
| December 31, 2023 | 97.55% |
| November 30, 2023 | 97.55% |
| October 31, 2023 | 97.55% |
| September 30, 2023 | 97.55% |
| August 31, 2023 | 97.55% |
| July 31, 2023 | 97.55% |
| June 30, 2023 | 97.55% |
| May 31, 2023 | 97.55% |
| April 30, 2023 | 97.55% |
| March 31, 2023 | 97.55% |
| February 28, 2023 | 97.55% |
| January 31, 2023 | 97.55% |
| December 31, 2022 | 97.55% |
| November 30, 2022 | 97.55% |
| October 31, 2022 | 97.55% |
| September 30, 2022 | 90.36% |
| August 31, 2022 | 90.36% |
| Date | Value |
|---|---|
| July 31, 2022 | 90.36% |
| June 30, 2022 | 90.36% |
| May 31, 2022 | 90.36% |
| April 30, 2022 | 90.36% |
| March 31, 2022 | 90.36% |
| February 28, 2022 | 90.36% |
| January 31, 2022 | 90.36% |
| December 31, 2021 | 90.36% |
| November 30, 2021 | 90.36% |
| October 31, 2021 | 90.36% |
| September 30, 2021 | 90.36% |
| August 31, 2021 | 90.36% |
| July 31, 2021 | 90.36% |
| June 30, 2021 | 90.36% |
| May 31, 2021 | 90.36% |
| April 30, 2021 | 90.36% |
| March 31, 2021 | 90.36% |
| February 28, 2021 | 90.36% |
| January 31, 2021 | 90.36% |
| December 31, 2020 | 90.36% |
| November 30, 2020 | 90.36% |
| October 31, 2020 | 90.36% |
| September 30, 2020 | 90.36% |
| August 31, 2020 | 90.36% |
| July 31, 2020 | 90.36% |
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
90.36%
Minimum
Sep 2019
97.55%
Maximum
Oct 2022
93.11%
Average
90.36%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.87 |
| Beta (5Y) | 2.610 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 213.7% |
| Historical Sharpe Ratio (5Y) | 0.0457 |
| Historical Sortino (5Y) | 0.162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.00% |