Fidelity MSCI Energy ETF (FENY)
26.07
+0.33
(+1.28%)
USD |
NYSEARCA |
May 17, 16:00
26.08
0.00 (0.00%)
Pre-Market: 20:00
FENY Max Drawdown (5Y): 72.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.83% |
March 31, 2024 | 72.83% |
February 29, 2024 | 72.83% |
January 31, 2024 | 72.83% |
December 31, 2023 | 72.83% |
November 30, 2023 | 72.83% |
October 31, 2023 | 72.83% |
September 30, 2023 | 72.83% |
August 31, 2023 | 72.83% |
July 31, 2023 | 72.83% |
June 30, 2023 | 72.83% |
May 31, 2023 | 72.83% |
April 30, 2023 | 72.83% |
March 31, 2023 | 72.83% |
February 28, 2023 | 72.83% |
January 31, 2023 | 72.83% |
December 31, 2022 | 72.83% |
November 30, 2022 | 72.83% |
October 31, 2022 | 72.83% |
September 30, 2022 | 72.83% |
August 31, 2022 | 72.83% |
July 31, 2022 | 72.83% |
June 30, 2022 | 72.83% |
May 31, 2022 | 72.83% |
April 30, 2022 | 72.83% |
Date | Value |
---|---|
March 31, 2022 | 72.83% |
February 28, 2022 | 72.83% |
January 31, 2022 | 72.83% |
December 31, 2021 | 72.83% |
November 30, 2021 | 72.83% |
October 31, 2021 | 72.83% |
September 30, 2021 | 72.83% |
August 31, 2021 | 72.83% |
July 31, 2021 | 72.83% |
June 30, 2021 | 72.83% |
May 31, 2021 | 72.83% |
April 30, 2021 | 72.83% |
March 31, 2021 | 72.83% |
February 28, 2021 | 72.83% |
January 31, 2021 | 72.83% |
December 31, 2020 | 72.83% |
November 30, 2020 | 72.83% |
October 31, 2020 | 72.83% |
September 30, 2020 | 72.83% |
August 31, 2020 | 72.83% |
July 31, 2020 | 72.83% |
June 30, 2020 | 72.83% |
May 31, 2020 | 72.83% |
April 30, 2020 | 72.83% |
March 31, 2020 | 72.83% |
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
50.27%
Minimum
May 2019
72.83%
Maximum
Mar 2020
69.07%
Average
72.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Energy ETF | 69.31% |
Energy Select Sector SPDR® ETF | 66.81% |
iShares US Energy ETF | 68.61% |
iShares Global Energy ETF | 64.18% |
iShares MSCI Global Energy Producers ETF | 63.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.296 |
Beta (5Y) | 1.334 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0023 |
Beta (vs YCharts Benchmark) (5Y) | 1.004 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.76% |
Historical Sharpe Ratio (5Y) | 0.1785 |
Historical Sortino (5Y) | 0.2269 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.25% |