Fortescue Ltd (FSUGY)
23.83
+0.11
(+0.46%)
USD |
OTCM |
Nov 22, 10:24
Fortescue Max Drawdown (5Y): 41.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.42% |
| September 30, 2024 | 41.42% |
| 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 | 42.51% |
| October 31, 2023 | 42.97% |
| September 30, 2023 | 47.52% |
| August 31, 2023 | 49.05% |
| July 31, 2023 | 49.05% |
| June 30, 2023 | 49.05% |
| May 31, 2023 | 49.05% |
| April 30, 2023 | 49.05% |
| March 31, 2023 | 49.05% |
| February 28, 2023 | 49.05% |
| January 31, 2023 | 49.05% |
| December 31, 2022 | 49.05% |
| November 30, 2022 | 49.05% |
| October 31, 2022 | 49.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.05% |
| August 31, 2022 | 49.05% |
| July 31, 2022 | 49.05% |
| June 30, 2022 | 49.05% |
| May 31, 2022 | 49.05% |
| April 30, 2022 | 49.05% |
| March 31, 2022 | 49.05% |
| February 28, 2022 | 49.05% |
| January 31, 2022 | 49.05% |
| December 31, 2021 | 49.05% |
| November 30, 2021 | 49.05% |
| October 31, 2021 | 49.05% |
| September 30, 2021 | 49.05% |
| August 31, 2021 | 49.05% |
| July 31, 2021 | 49.05% |
| June 30, 2021 | 50.83% |
| May 31, 2021 | 62.31% |
| April 30, 2021 | 63.81% |
| March 31, 2021 | 67.16% |
| February 28, 2021 | 75.41% |
| January 31, 2021 | 81.34% |
| December 31, 2020 | 82.65% |
| November 30, 2020 | 82.65% |
| October 31, 2020 | 82.65% |
| September 30, 2020 | 82.65% |
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
41.42%
Minimum
Dec 2023
82.65%
Maximum
Nov 2019
57.03%
Average
49.05%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 95.62% |
| Harvest Minerals Ltd | -- |
| Nova Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.26 |
| Beta (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.19% |
| Historical Sharpe Ratio (5Y) | 0.6148 |
| Historical Sortino (5Y) | 1.235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.18% |