Fortescue Ltd. (FSUGY)
22.61
+0.02
(+0.09%)
USD |
OTCM |
Oct 02, 16:00
Fortescue Max Drawdown (5Y) : 51.37% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 51.37% |
| August 31, 2026 | 51.37% |
| July 31, 2026 | 51.37% |
| June 30, 2026 | 51.37% |
| May 31, 2026 | 51.37% |
| April 30, 2026 | 51.37% |
| March 31, 2026 | 51.37% |
| February 28, 2026 | 51.37% |
| January 31, 2026 | 51.37% |
| December 31, 2025 | 51.37% |
| November 30, 2025 | 51.37% |
| October 31, 2025 | 51.37% |
| September 30, 2025 | 51.37% |
| August 31, 2025 | 51.37% |
| July 31, 2025 | 51.37% |
| June 30, 2025 | 51.37% |
| May 31, 2025 | 51.37% |
| April 30, 2025 | 51.37% |
| March 31, 2025 | 44.15% |
| February 28, 2025 | 41.42% |
| January 31, 2025 | 41.42% |
| December 31, 2024 | 41.42% |
| November 30, 2024 | 41.42% |
| October 31, 2024 | 41.42% |
| September 30, 2024 | 41.42% |
| Date | Value |
|---|---|
| August 31, 2024 | 41.42% |
| July 31, 2024 | 41.42% |
| June 30, 2024 | 41.42% |
| May 31, 2024 | 41.42% |
| April 30, 2024 | 41.42% |
| March 31, 2024 | 41.42% |
| February 29, 2024 | 41.42% |
| January 31, 2024 | 41.42% |
| December 31, 2023 | 41.42% |
| November 30, 2023 | 42.53% |
| October 31, 2023 | 42.99% |
| September 30, 2023 | 47.53% |
| August 31, 2023 | 49.07% |
| July 31, 2023 | 49.07% |
| June 30, 2023 | 49.07% |
| May 31, 2023 | 49.07% |
| April 30, 2023 | 49.07% |
| March 31, 2023 | 49.07% |
| February 28, 2023 | 49.07% |
| January 31, 2023 | 49.07% |
| December 31, 2022 | 49.07% |
| November 30, 2022 | 49.07% |
| October 31, 2022 | 49.07% |
| September 30, 2022 | 49.07% |
| August 31, 2022 | 49.07% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd. | 37.26% |
| Critica Ltd. | 99.51% |
| Iron Road Ltd. | 96.13% |
| Rio Tinto Ltd. | 48.66% |
| Mineral Resources Ltd. | 86.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.427 |
| Beta (5Y) | 0.8490 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.49% |
| Historical Sharpe Ratio (5Y) | 0.1663 |
| Historical Sortino (5Y) | 0.2964 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.33% |