Fortuna Mining Corp (FSM)
4.63
+0.09
(+1.98%)
USD |
NYSE |
Nov 14, 10:38
Fortuna Mining Max Drawdown (5Y): 81.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.07% |
September 30, 2024 | 81.07% |
August 31, 2024 | 81.07% |
July 31, 2024 | 81.07% |
June 30, 2024 | 81.07% |
May 31, 2024 | 81.07% |
April 30, 2024 | 81.07% |
March 31, 2024 | 81.07% |
February 29, 2024 | 81.07% |
January 31, 2024 | 81.07% |
December 31, 2023 | 81.07% |
November 30, 2023 | 81.07% |
October 31, 2023 | 81.07% |
September 30, 2023 | 81.07% |
August 31, 2023 | 81.07% |
July 31, 2023 | 81.07% |
June 30, 2023 | 81.07% |
May 31, 2023 | 81.07% |
April 30, 2023 | 81.07% |
March 31, 2023 | 81.07% |
February 28, 2023 | 81.07% |
January 31, 2023 | 81.07% |
December 31, 2022 | 81.07% |
November 30, 2022 | 81.07% |
October 31, 2022 | 81.07% |
Date | Value |
---|---|
September 30, 2022 | 81.07% |
August 31, 2022 | 81.07% |
July 31, 2022 | 81.07% |
June 30, 2022 | 81.07% |
May 31, 2022 | 81.07% |
April 30, 2022 | 81.07% |
March 31, 2022 | 81.07% |
February 28, 2022 | 81.07% |
January 31, 2022 | 81.07% |
December 31, 2021 | 81.07% |
November 30, 2021 | 81.07% |
October 31, 2021 | 81.07% |
September 30, 2021 | 81.07% |
August 31, 2021 | 81.07% |
July 31, 2021 | 81.07% |
June 30, 2021 | 81.07% |
May 31, 2021 | 81.07% |
April 30, 2021 | 81.07% |
March 31, 2021 | 81.07% |
February 28, 2021 | 81.07% |
January 31, 2021 | 81.07% |
December 31, 2020 | 81.07% |
November 30, 2020 | 81.07% |
October 31, 2020 | 81.07% |
September 30, 2020 | 81.07% |
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
74.76%
Minimum
Nov 2019
81.07%
Maximum
Mar 2020
80.65%
Average
81.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gatos Silver Inc | -- |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.55 |
Beta (5Y) | 1.585 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.53% |
Historical Sharpe Ratio (5Y) | 0.1088 |
Historical Sortino (5Y) | 0.2283 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.74% |