Fidelity Enhanced Large Cap Value ETF (FELV)
30.63
+0.03
(+0.10%)
USD |
NYSEARCA |
Jan 08, 16:00
30.62
0.00 (0.00%)
Pre-Market: 20:00
FELV Max Drawdown (5Y): 36.88% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares Russell Top 200 Value ETF | 35.76% |
| WisdomTree US LargeCap Dividend Fund | 35.81% |
| WisdomTree US LargeCap Fund | 35.79% |
| iShares Russell 1000 Value ETF | 38.51% |
| iShares Core S&P US Value ETF | 37.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.727 |
| Beta (5Y) | 0.9332 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.448 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.60% |
| Historical Sharpe Ratio (5Y) | 0.4051 |
| Historical Sortino (5Y) | 0.4274 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.99% |