Fidelity International High Dividend ETF (FCID.TO)
26.66
+0.04
(+0.15%)
CAD |
TSX |
Nov 15, 16:00
FCID.TO Max Drawdown (5Y): 34.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.49% |
| September 30, 2024 | 34.49% |
| August 31, 2024 | 34.49% |
| July 31, 2024 | 34.49% |
| June 30, 2024 | 34.49% |
| May 31, 2024 | 34.49% |
| April 30, 2024 | 34.49% |
| March 31, 2024 | 34.49% |
| February 29, 2024 | 34.49% |
| January 31, 2024 | 34.49% |
| December 31, 2023 | 34.49% |
| November 30, 2023 | 34.49% |
| October 31, 2023 | 34.49% |
| September 30, 2023 | 34.49% |
| August 31, 2023 | 34.49% |
| July 31, 2023 | 34.49% |
| June 30, 2023 | 34.49% |
| May 31, 2023 | 34.49% |
| April 30, 2023 | 34.49% |
| March 31, 2023 | 34.49% |
| February 28, 2023 | 34.49% |
| January 31, 2023 | 34.49% |
| December 31, 2022 | 34.49% |
| November 30, 2022 | 34.49% |
| October 31, 2022 | 34.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.49% |
| August 31, 2022 | 34.49% |
| July 31, 2022 | 34.49% |
| June 30, 2022 | 34.49% |
| May 31, 2022 | 34.49% |
| April 30, 2022 | 34.49% |
| March 31, 2022 | 34.49% |
| February 28, 2022 | 34.49% |
| January 31, 2022 | 34.49% |
| December 31, 2021 | 34.49% |
| November 30, 2021 | 34.49% |
| October 31, 2021 | 34.49% |
| September 30, 2021 | 34.49% |
| August 31, 2021 | 34.49% |
| July 31, 2021 | 34.49% |
| June 30, 2021 | 34.49% |
| May 31, 2021 | 34.49% |
| April 30, 2021 | 34.49% |
| March 31, 2021 | 34.49% |
| February 28, 2021 | 34.49% |
| January 31, 2021 | 34.49% |
| December 31, 2020 | 34.49% |
| November 30, 2020 | 34.49% |
| October 31, 2020 | 34.49% |
| September 30, 2020 | 34.49% |
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
11.90%
Minimum
Nov 2019
34.49%
Maximum
Mar 2020
32.98%
Average
34.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.053 |
| Beta (5Y) | 0.8877 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.057 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6981 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.45% |
| Historical Sharpe Ratio (5Y) | 0.2331 |
| Historical Sortino (5Y) | 0.239 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.93% |