MP Materials Corp. (MP)
37.45
+0.72
(+1.96%)
USD |
NYSE |
Nov 12, 16:00
38.26
+0.81
(+2.16%)
Pre-Market: 07:10
MP Materials Max Drawdown (5Y) : 81.99% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 81.99% |
| September 30, 2026 | 81.99% |
| August 31, 2026 | 81.99% |
| July 31, 2026 | 81.99% |
| June 30, 2026 | 81.99% |
| May 31, 2026 | 81.99% |
| April 30, 2026 | 81.99% |
| March 31, 2026 | 81.99% |
| February 28, 2026 | 81.99% |
| January 31, 2026 | 81.99% |
| December 31, 2025 | 81.99% |
| November 30, 2025 | 81.99% |
| October 31, 2025 | 81.99% |
| September 30, 2025 | 81.99% |
| August 31, 2025 | 81.99% |
| July 31, 2025 | 81.99% |
| June 30, 2025 | 81.99% |
| May 31, 2025 | 81.99% |
| April 30, 2025 | 81.99% |
| March 31, 2025 | 81.99% |
| February 28, 2025 | 81.99% |
| January 31, 2025 | 81.99% |
| December 31, 2024 | 81.99% |
| November 30, 2024 | 81.99% |
| October 31, 2024 | 81.99% |
| Date | Value |
|---|---|
| September 30, 2024 | 81.99% |
| August 31, 2024 | 81.99% |
| July 31, 2024 | 78.92% |
| June 30, 2024 | 78.92% |
| May 31, 2024 | 77.60% |
| April 30, 2024 | 77.60% |
| March 31, 2024 | 77.60% |
| February 29, 2024 | 74.75% |
| January 31, 2024 | 74.36% |
| December 31, 2023 | 74.36% |
| November 30, 2023 | 74.36% |
| October 31, 2023 | 71.85% |
| September 30, 2023 | 68.01% |
| August 31, 2023 | 66.32% |
| July 31, 2023 | 64.80% |
| June 30, 2023 | 64.80% |
| May 31, 2023 | 64.80% |
| April 30, 2023 | 63.04% |
| March 31, 2023 | 59.37% |
| February 28, 2023 | 59.37% |
| January 31, 2023 | 59.37% |
| December 31, 2022 | 59.37% |
| November 30, 2022 | 53.62% |
| October 31, 2022 | 53.62% |
| September 30, 2022 | 53.62% |
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
| NioCorp Developments Ltd. | 82.83% |
| Critical Metals Corp. | -- |
| TMC the metals co., Inc. | 95.58% |
| Freeport-McMoRan, Inc. | 51.25% |
| Almonty Industries, Inc. | 70.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.55 |
| Beta (5Y) | 2.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.73% |
| Historical Sharpe Ratio (5Y) | -0.0091 |
| Historical Sortino (5Y) | -0.025 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.16% |