Freeport-McMoRan Inc
Provider: Exchange
| Annualised Return | 4.11% |
| Realised Volatility | 52.71% |
| Downside Volatility | 31.08% |
| Max Drawdown | -90.56% |
| Winning months | 52.19% |
| Sharpe Ratio | 0.08 |
| Sortino Ratio | 0.13 |
| Calmar Ratio | 0.05 |
| Viking Ratio | 0.13 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -5.5% | 2.96% | 2.57% | -4.41% | 6.8% | 12.66% | -6.87% | 10.34% | -11.67% | 6.7% | 3.07% | -0.02% | 14.56% |
| 2024 | -6.43% | -4.74% | 24.36% | 6.52% | 5.59% | -7.83% | -6.29% | -2.49% | 12.74% | -9.54% | -1.82% | -13.85% | -9.41% |
| 2023 | 17.81% | -8.18% | -0.15% | -6.99% | -9.42% | 16.48% | 12.04% | -10.62% | -6.56% | -9.05% | 10.48% | 14.07% | 13.68% |
| 2022 | -10.51% | 26.14% | 5.94% | -18.22% | -3.63% | -25.13% | 8.44% | -6.18% | -7.67% | 16.56% | 25.59% | -4.52% | -7.35% |
| 2021 | 3.42% | 26.01% | -2.89% | 14.77% | 13.29% | -13.13% | 2.88% | -4.49% | -10.61% | 16.2% | -1.7% | 12.54% | 61.41% |
| 2020 | -15.08% | -10.27% | -32.23% | 30.81% | 2.72% | 27.56% | 11.67% | 20.82% | 0.19% | 10.87% | 34.89% | 11.24% | 99.06% |
| 2019 | 13.39% | 10.82% | -0.08% | -4.14% | -21.12% | 19.57% | -4.31% | -16.91% | 4.14% | 3.19% | 15.89% | 15.29% | 29.59% |
| 2018 | 2.85% | -4.62% | -5.54% | -13.19% | 11.11% | 2.13% | -4.13% | -14.85% | -0.93% | -15.99% | 2.49% | -13.65% | -45.11% |
| 2017 | 26.23% | -19.52% | -0.3% | -4.57% | -9.88% | 4.53% | 21.73% | 1.09% | -5.01% | -0.43% | -0.43% | 36.21% | 43.74% |
| 2016 | -32.05% | 65.87% | 35.52% | 35.4% | -20.86% | 0.54% | 16.34% | -20.6% | 5.54% | 2.95% | 37.3% | -14.07% | 94.83% |
| 2015 | -27.05% | 28.67% | -12.39% | 23.13% | -15.56% | -5.24% | -36.29% | -9.45% | -8.93% | 21.94% | -30.5% | -17.24% | -70.14% |
| 2014 | -13.37% | 0.65% | 1.38% | 4.92% | -0.93% | 7.2% | 2.8% | -2.28% | -10.23% | -11.86% | -5.79% | -13% | -35.84% |
| 2013 | 3.98% | -9.45% | 3.7% | -7.21% | 2.04% | -8.05% | 3.6% | 6.86% | 9.46% | 12.19% | -5.63% | 8.79% | 18.66% |
| 2012 | 26.38% | -7.9% | -10.62% | 2.42% | -16.34% | 6.34% | -0.23% | 7.25% | 9.61% | -1% | 0.33% | -12.33% | -3.19% |
| 2011 | -9.07% | -2.62% | 4.91% | -0.49% | -5.22% | 2.44% | 0.58% | -11.05% | -35.36% | 33.16% | -1.64% | -7.1% | -36.85% |
| 2010 | -16.79% | 12.7% | 11.15% | -9.43% | -7.26% | -15.59% | 21.56% | 0.63% | 18.61% | 11.36% | 6.88% | 19.59% | 52.66% |
| 2009 | 2.86% | 21% | 25.28% | 11.91% | 27.62% | -7.94% | 20.34% | 4.44% | 8.94% | 6.92% | 12.87% | -3.03% | 228.52% |
| 2008 | -12.9% | 13.56% | -4.6% | 18.69% | 1.72% | 1.28% | -17.1% | -7.68% | -36.35% | -48.21% | -17.45% | 1.88% | -75.52% |
| 2007 | 13.65% | -0.17% | 15.29% | 1.92% | 17.18% | 5.23% | 13.87% | -6.98% | 19.98% | 12.49% | -15.93% | 3.55% | 104.59% |