Fidelity MSCI Energy ETF (FENY)
25.98
+0.28
(+1.11%)
USD |
NYSEARCA |
Apr 19, 16:00
25.98
0.00 (0.00%)
After-Hours: 20:00
FENY Max Drawdown (5Y): 69.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 69.07% |
July 31, 2020 | 69.07% |
June 30, 2020 | 69.07% |
May 31, 2020 | 69.07% |
April 30, 2020 | 69.07% |
March 31, 2020 | 69.07% |
February 29, 2020 | 48.38% |
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
Apr 2019
69.07%
Maximum
Mar 2020
65.28%
Average
69.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Energy ETF | 69.31% |
Energy Select Sector SPDR® ETF | 66.81% |
iShares US Energy ETF | 68.61% |
iShares Global Energy ETF | 64.18% |
iShares MSCI Global Energy Producers ETF | 63.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.060 |
Beta (5Y) | 1.337 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0087 |
Beta (vs YCharts Benchmark) (5Y) | 1.004 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.57% |
Historical Sharpe Ratio (5Y) | 0.2699 |
Historical Sortino (5Y) | 0.3474 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.96% |