Fidelity Dividend ETF for Rising Rates (FDRR)
45.16
0.00 (0.00%)
USD |
NYSEARCA |
Apr 24, 16:00
45.14
-0.02
(-0.04%)
Pre-Market: 20:00
FDRR Max Drawdown (5Y): 36.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.47% |
February 29, 2024 | 36.47% |
January 31, 2024 | 36.47% |
December 31, 2023 | 36.47% |
November 30, 2023 | 36.47% |
October 31, 2023 | 36.47% |
September 30, 2023 | 36.47% |
August 31, 2023 | 36.47% |
July 31, 2023 | 36.47% |
June 30, 2023 | 36.47% |
May 31, 2023 | 36.47% |
April 30, 2023 | 36.47% |
March 31, 2023 | 36.47% |
February 28, 2023 | 36.47% |
January 31, 2023 | 36.47% |
December 31, 2022 | 36.47% |
November 30, 2022 | 36.47% |
October 31, 2022 | 36.47% |
September 30, 2022 | 36.47% |
August 31, 2022 | 36.47% |
July 31, 2022 | 36.47% |
June 30, 2022 | 36.47% |
May 31, 2022 | 36.47% |
April 30, 2022 | 36.47% |
March 31, 2022 | 36.47% |
Date | Value |
---|---|
February 28, 2022 | 36.47% |
January 31, 2022 | 36.47% |
December 31, 2021 | 36.47% |
November 30, 2021 | 36.47% |
October 31, 2021 | 36.47% |
September 30, 2021 | 36.47% |
August 31, 2021 | 36.47% |
July 31, 2021 | 36.47% |
June 30, 2021 | 36.47% |
May 31, 2021 | 36.47% |
April 30, 2021 | 36.47% |
March 31, 2021 | 36.47% |
February 28, 2021 | 36.47% |
January 31, 2021 | 36.47% |
December 31, 2020 | 36.47% |
November 30, 2020 | 36.47% |
October 31, 2020 | 36.47% |
September 30, 2020 | 36.47% |
August 31, 2020 | 36.47% |
July 31, 2020 | 36.47% |
June 30, 2020 | 36.47% |
May 31, 2020 | 36.47% |
April 30, 2020 | 36.47% |
March 31, 2020 | 36.47% |
February 29, 2020 | 15.96% |
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
15.96%
Minimum
Apr 2019
36.47%
Maximum
Mar 2020
32.71%
Average
36.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.220 |
Beta (5Y) | 0.9579 |
Alpha (vs YCharts Benchmark) (5Y) | 1.333 |
Beta (vs YCharts Benchmark) (5Y) | 0.9558 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.48% |
Historical Sharpe Ratio (5Y) | 0.5025 |
Historical Sortino (5Y) | 0.5148 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.91% |