Fidelity MSCI Communication ServicesETF (FCOM)
47.40
-1.70
(-3.46%)
USD |
NYSEARCA |
Apr 25, 16:00
48.30
+0.90
(+1.90%)
Pre-Market: 08:31
FCOM Max Drawdown (5Y): 46.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 46.77% |
| February 29, 2024 | 46.77% |
| January 31, 2024 | 46.77% |
| December 31, 2023 | 46.77% |
| November 30, 2023 | 46.77% |
| October 31, 2023 | 46.77% |
| September 30, 2023 | 46.77% |
| August 31, 2023 | 46.77% |
| July 31, 2023 | 46.77% |
| June 30, 2023 | 46.77% |
| May 31, 2023 | 46.77% |
| April 30, 2023 | 46.77% |
| March 31, 2023 | 46.77% |
| February 28, 2023 | 46.77% |
| January 31, 2023 | 46.77% |
| December 31, 2022 | 46.77% |
| November 30, 2022 | 46.77% |
| October 31, 2022 | 45.03% |
| September 30, 2022 | 44.57% |
| August 31, 2022 | 38.94% |
| July 31, 2022 | 38.94% |
| June 30, 2022 | 38.94% |
| May 31, 2022 | 34.88% |
| April 30, 2022 | 31.80% |
| March 31, 2022 | 31.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.24% |
| January 31, 2022 | 31.24% |
| December 31, 2021 | 31.24% |
| November 30, 2021 | 31.24% |
| October 31, 2021 | 31.24% |
| September 30, 2021 | 31.24% |
| August 31, 2021 | 31.24% |
| July 31, 2021 | 31.24% |
| June 30, 2021 | 31.24% |
| May 31, 2021 | 31.24% |
| April 30, 2021 | 31.24% |
| March 31, 2021 | 31.24% |
| February 28, 2021 | 31.24% |
| January 31, 2021 | 31.24% |
| December 31, 2020 | 31.24% |
| November 30, 2020 | 31.24% |
| October 31, 2020 | 31.24% |
| September 30, 2020 | 31.24% |
| August 31, 2020 | 31.24% |
| July 31, 2020 | 31.24% |
| June 30, 2020 | 31.24% |
| May 31, 2020 | 31.24% |
| April 30, 2020 | 31.24% |
| March 31, 2020 | 31.24% |
| February 29, 2020 | 15.78% |
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
15.78%
Minimum
Apr 2019
46.77%
Maximum
Nov 2022
33.71%
Average
31.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.548 |
| Beta (5Y) | 1.062 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.84 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9755 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.08% |
| Historical Sharpe Ratio (5Y) | 0.3693 |
| Historical Sortino (5Y) | 0.4501 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.35% |