Fortescue Ltd (FSUGY)

22.75 +0.44 (+1.97%) USD  |  OTCM  |  Dec 20, 16:00
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Fortescue Max Drawdown (5Y): 41.42% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 10.82
Beta (5Y) 1.096
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.44%
Historical Sharpe Ratio (5Y) 0.5604
Historical Sortino (5Y) 1.148
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.18%