Forsys Metals Corp (FSY.TO)
0.69
-0.02
(-2.82%)
CAD |
TSX |
Nov 22, 14:40
Forsys Metals Max Drawdown (5Y): 76.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 76.00% |
| August 31, 2024 | 76.00% |
| July 31, 2024 | 76.00% |
| June 30, 2024 | 76.00% |
| May 31, 2024 | 76.00% |
| April 30, 2024 | 76.00% |
| March 31, 2024 | 76.00% |
| February 29, 2024 | 76.00% |
| January 31, 2024 | 76.00% |
| December 31, 2023 | 76.00% |
| November 30, 2023 | 76.00% |
| October 31, 2023 | 76.00% |
| September 30, 2023 | 76.00% |
| August 31, 2023 | 76.00% |
| July 31, 2023 | 76.00% |
| June 30, 2023 | 75.00% |
| May 31, 2023 | 75.00% |
| April 30, 2023 | 75.00% |
| March 31, 2023 | 80.83% |
| February 28, 2023 | 83.33% |
| January 31, 2023 | 84.38% |
| December 31, 2022 | 86.96% |
| November 30, 2022 | 86.96% |
| October 31, 2022 | 86.96% |
| September 30, 2022 | 86.96% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.96% |
| July 31, 2022 | 86.96% |
| June 30, 2022 | 86.96% |
| May 31, 2022 | 87.06% |
| April 30, 2022 | 87.06% |
| March 31, 2022 | 87.06% |
| February 28, 2022 | 87.79% |
| January 31, 2022 | 87.79% |
| December 31, 2021 | 87.79% |
| November 30, 2021 | 87.79% |
| October 31, 2021 | 89.52% |
| September 30, 2021 | 93.81% |
| August 31, 2021 | 93.81% |
| July 31, 2021 | 94.29% |
| June 30, 2021 | 94.29% |
| May 31, 2021 | 94.29% |
| April 30, 2021 | 94.76% |
| March 31, 2021 | 94.78% |
| February 28, 2021 | 95.97% |
| January 31, 2021 | 95.97% |
| December 31, 2020 | 95.97% |
| November 30, 2020 | 95.97% |
| October 31, 2020 | 97.18% |
| September 30, 2020 | 97.28% |
| August 31, 2020 | 97.28% |
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
75.00%
Minimum
Apr 2023
97.28%
Maximum
Nov 2019
87.04%
Average
87.06%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Foremost Clean Energy Ltd | 98.08% |
| Kiplin Metals Inc | 99.77% |
| Global Atomic Corp | 76.80% |
| Global Uranium Corp | -- |
| Roberto Resources Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.40 |
| Beta (5Y) | 0.9245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.19% |
| Historical Sharpe Ratio (5Y) | 0.4165 |
| Historical Sortino (5Y) | 1.089 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |