Fortuna Mining Corp (FVI.TO)
6.765
-0.08
(-1.24%)
CAD |
TSX |
Nov 04, 12:48
Fortuna Mining Max Drawdown (5Y): 79.07% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 79.07% |
August 31, 2024 | 79.07% |
July 31, 2024 | 79.07% |
June 30, 2024 | 79.07% |
May 31, 2024 | 79.07% |
April 30, 2024 | 79.07% |
March 31, 2024 | 79.07% |
February 29, 2024 | 79.07% |
January 31, 2024 | 79.07% |
December 31, 2023 | 79.07% |
November 30, 2023 | 79.07% |
October 31, 2023 | 79.07% |
September 30, 2023 | 79.07% |
August 31, 2023 | 79.07% |
July 31, 2023 | 79.07% |
June 30, 2023 | 79.07% |
May 31, 2023 | 79.07% |
April 30, 2023 | 79.07% |
March 31, 2023 | 79.07% |
February 28, 2023 | 79.07% |
January 31, 2023 | 79.07% |
December 31, 2022 | 79.07% |
November 30, 2022 | 79.07% |
October 31, 2022 | 79.07% |
September 30, 2022 | 79.07% |
Date | Value |
---|---|
August 31, 2022 | 79.07% |
July 31, 2022 | 79.07% |
June 30, 2022 | 79.07% |
May 31, 2022 | 79.07% |
April 30, 2022 | 79.07% |
March 31, 2022 | 79.07% |
February 28, 2022 | 79.07% |
January 31, 2022 | 79.07% |
December 31, 2021 | 79.07% |
November 30, 2021 | 79.07% |
October 31, 2021 | 79.07% |
September 30, 2021 | 79.07% |
August 31, 2021 | 79.07% |
July 31, 2021 | 79.07% |
June 30, 2021 | 79.07% |
May 31, 2021 | 79.07% |
April 30, 2021 | 79.07% |
March 31, 2021 | 79.07% |
February 28, 2021 | 79.07% |
January 31, 2021 | 79.07% |
December 31, 2020 | 79.07% |
November 30, 2020 | 79.07% |
October 31, 2020 | 79.07% |
September 30, 2020 | 79.07% |
August 31, 2020 | 79.07% |
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
73.78%
Minimum
Nov 2019
79.07%
Maximum
Mar 2020
78.71%
Average
79.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.788 |
Beta (5Y) | 1.630 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.12% |
Historical Sharpe Ratio (5Y) | 0.1084 |
Historical Sortino (5Y) | 0.2395 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.44% |