Fidelity® MSCI Energy ETF (FENY)
21.14
+0.07 (+0.33%)
USD |
NYSEARCA |
Mar 24, 16:00
21.09
-0.05 (-0.24%)
After-Hours: 20:00
FENY Max Drawdown (5Y): 69.07% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 48.38% |
| December 31, 2019 | 48.38% |
| November 30, 2019 | 48.38% |
| October 31, 2019 | 48.38% |
| September 30, 2019 | 48.38% |
| August 31, 2019 | 48.38% |
| July 31, 2019 | 48.38% |
| June 30, 2019 | 48.38% |
| May 31, 2019 | 48.38% |
| April 30, 2019 | 48.38% |
| March 31, 2019 | 48.38% |
| February 28, 2019 | 48.38% |
| January 31, 2019 | 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
Mar 2018
69.07%
Maximum
Mar 2020
60.80%
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% |
| First Trust Nasdaq Oil & Gas ETF | 73.49% |
| Invesco S&P 500® Equal Weight Energy ETF | 73.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3552 |
| Beta (5Y) | 1.470 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.687 |
| Beta (vs YCharts Benchmark) (5Y) | 1.005 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.20% |
| Historical Sharpe Ratio (5Y) | 0.4172 |
| Historical Sortino (5Y) | 0.5472 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.01% |