Fidelity MSCI Energy ETF (FENY)
26.21
+0.10
(+0.38%)
USD |
NYSEARCA |
Nov 15, 10:24
FENY Max Drawdown (5Y): 69.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.07% |
| September 30, 2024 | 69.07% |
| August 31, 2024 | 69.07% |
| July 31, 2024 | 69.07% |
| June 30, 2024 | 69.07% |
| May 31, 2024 | 69.07% |
| April 30, 2024 | 69.07% |
| March 31, 2024 | 69.07% |
| February 29, 2024 | 69.07% |
| January 31, 2024 | 69.07% |
| December 31, 2023 | 69.07% |
| November 30, 2023 | 69.07% |
| October 31, 2023 | 69.07% |
| September 30, 2023 | 69.07% |
| August 31, 2023 | 69.07% |
| July 31, 2023 | 69.07% |
| June 30, 2023 | 69.07% |
| May 31, 2023 | 69.07% |
| April 30, 2023 | 69.07% |
| March 31, 2023 | 69.07% |
| February 28, 2023 | 69.07% |
| January 31, 2023 | 69.07% |
| December 31, 2022 | 69.07% |
| November 30, 2022 | 69.07% |
| October 31, 2022 | 69.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.07% |
| August 31, 2022 | 69.07% |
| July 31, 2022 | 69.07% |
| June 30, 2022 | 69.07% |
| May 31, 2022 | 69.07% |
| April 30, 2022 | 69.07% |
| March 31, 2022 | 69.07% |
| February 28, 2022 | 69.07% |
| January 31, 2022 | 69.07% |
| December 31, 2021 | 69.07% |
| November 30, 2021 | 69.07% |
| October 31, 2021 | 69.07% |
| September 30, 2021 | 69.07% |
| August 31, 2021 | 69.07% |
| July 31, 2021 | 69.07% |
| June 30, 2021 | 69.07% |
| May 31, 2021 | 69.07% |
| April 30, 2021 | 69.07% |
| March 31, 2021 | 69.07% |
| February 28, 2021 | 69.07% |
| January 31, 2021 | 69.07% |
| December 31, 2020 | 69.07% |
| November 30, 2020 | 69.07% |
| October 31, 2020 | 69.07% |
| September 30, 2020 | 69.07% |
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
48.38%
Minimum
Nov 2019
69.07%
Maximum
Mar 2020
67.69%
Average
69.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Energy ETF | 69.31% |
| The Energy Select Sector SPDR® ETF | 66.81% |
| iShares US Energy ETF | 68.61% |
| iShares Global Energy ETF | 64.18% |
| Strive U.S. Energy ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0335 |
| Beta (5Y) | 1.276 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.449 |
| Beta (vs YCharts Benchmark) (5Y) | 1.220 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.30% |
| Historical Sharpe Ratio (5Y) | 0.321 |
| Historical Sortino (5Y) | 0.4087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.96% |