Fidelity MSCI Consumer Discret ETF (FDIS)
79.55
-0.51
(-0.64%)
USD |
NYSEARCA |
May 08, 16:00
79.55
0.00 (0.00%)
After-Hours: 16:36
FDIS Max Drawdown (5Y): 39.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.16% |
March 31, 2024 | 39.16% |
February 29, 2024 | 39.16% |
January 31, 2024 | 39.16% |
December 31, 2023 | 39.16% |
November 30, 2023 | 39.16% |
October 31, 2023 | 39.16% |
September 30, 2023 | 39.16% |
August 31, 2023 | 39.16% |
July 31, 2023 | 39.16% |
June 30, 2023 | 39.16% |
May 31, 2023 | 39.16% |
April 30, 2023 | 39.16% |
March 31, 2023 | 39.16% |
February 28, 2023 | 39.16% |
January 31, 2023 | 39.16% |
December 31, 2022 | 39.16% |
November 30, 2022 | 37.17% |
October 31, 2022 | 37.17% |
September 30, 2022 | 37.17% |
August 31, 2022 | 37.17% |
July 31, 2022 | 37.17% |
June 30, 2022 | 37.17% |
May 31, 2022 | 36.29% |
April 30, 2022 | 36.29% |
Date | Value |
---|---|
March 31, 2022 | 36.29% |
February 28, 2022 | 36.29% |
January 31, 2022 | 36.29% |
December 31, 2021 | 36.29% |
November 30, 2021 | 36.29% |
October 31, 2021 | 36.29% |
September 30, 2021 | 36.29% |
August 31, 2021 | 36.29% |
July 31, 2021 | 36.29% |
June 30, 2021 | 36.29% |
May 31, 2021 | 36.29% |
April 30, 2021 | 36.29% |
March 31, 2021 | 36.29% |
February 28, 2021 | 36.29% |
January 31, 2021 | 36.29% |
December 31, 2020 | 36.29% |
November 30, 2020 | 36.29% |
October 31, 2020 | 36.29% |
September 30, 2020 | 36.29% |
August 31, 2020 | 36.29% |
July 31, 2020 | 36.29% |
June 30, 2020 | 36.29% |
May 31, 2020 | 36.29% |
April 30, 2020 | 36.29% |
March 31, 2020 | 36.29% |
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
21.81%
Minimum
May 2019
39.16%
Maximum
Dec 2022
34.78%
Average
36.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8396 |
Beta (5Y) | 1.288 |
Alpha (vs YCharts Benchmark) (5Y) | 1.770 |
Beta (vs YCharts Benchmark) (5Y) | 1.136 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.46% |
Historical Sharpe Ratio (5Y) | 0.3777 |
Historical Sortino (5Y) | 0.5099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.41% |