Fidelity International Low Vol ETF (FCIL.NO)
31.02
-0.13
(-0.42%)
CAD |
NEO |
Sep 27, 16:00
FCIL.NO Max Drawdown (5Y): 20.30% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 20.30% |
| July 31, 2024 | 20.30% |
| June 30, 2024 | 20.30% |
| May 31, 2024 | 20.30% |
| April 30, 2024 | 20.30% |
| March 31, 2024 | 20.30% |
| February 29, 2024 | 20.30% |
| January 31, 2024 | 20.30% |
| December 31, 2023 | 20.30% |
| November 30, 2023 | 20.30% |
| October 31, 2023 | 20.30% |
| September 30, 2023 | 20.30% |
| August 31, 2023 | 20.30% |
| July 31, 2023 | 20.30% |
| June 30, 2023 | 20.30% |
| May 31, 2023 | 20.30% |
| April 30, 2023 | 20.30% |
| March 31, 2023 | 20.30% |
| February 28, 2023 | 20.30% |
| January 31, 2023 | 20.30% |
| December 31, 2022 | 20.30% |
| November 30, 2022 | 20.30% |
| October 31, 2022 | 20.30% |
| September 30, 2022 | 19.39% |
| August 31, 2022 | 18.96% |
| Date | Value |
|---|---|
| July 31, 2022 | 18.96% |
| June 30, 2022 | 18.96% |
| May 31, 2022 | 18.96% |
| April 30, 2022 | 18.96% |
| March 31, 2022 | 18.96% |
| February 28, 2022 | 18.96% |
| January 31, 2022 | 18.96% |
| December 31, 2021 | 18.96% |
| November 30, 2021 | 18.96% |
| October 31, 2021 | 18.96% |
| September 30, 2021 | 18.96% |
| August 31, 2021 | 18.96% |
| July 31, 2021 | 18.96% |
| June 30, 2021 | 18.96% |
| May 31, 2021 | 18.96% |
| April 30, 2021 | 18.96% |
| March 31, 2021 | 18.96% |
| February 28, 2021 | 18.96% |
| January 31, 2021 | 18.96% |
| December 31, 2020 | 18.96% |
| November 30, 2020 | 18.96% |
| October 31, 2020 | 18.96% |
| September 30, 2020 | 18.96% |
| August 31, 2020 | 18.96% |
| July 31, 2020 | 18.96% |
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
3.65%
Minimum
Sep 2019
20.30%
Maximum
Oct 2022
18.02%
Average
18.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7598 |
| Beta (5Y) | 0.463 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7582 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4279 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.66% |
| Historical Sharpe Ratio (5Y) | 0.2784 |
| Historical Sortino (5Y) | 0.3614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.96% |