Fidelity® MSCI Industrials ETF (FIDU)
54.12
-0.39
(-0.72%)
USD |
NYSEARCA |
Sep 29, 16:00
54.08
-0.04
(-0.07%)
Pre-Market: 20:00
FIDU Max Drawdown (5Y): 42.29% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2023 | 42.29% |
August 31, 2023 | 42.29% |
July 31, 2023 | 42.29% |
June 30, 2023 | 42.29% |
May 31, 2023 | 42.29% |
April 30, 2023 | 42.29% |
March 31, 2023 | 42.29% |
February 28, 2023 | 42.29% |
January 31, 2023 | 42.29% |
December 31, 2022 | 42.29% |
November 30, 2022 | 42.29% |
October 31, 2022 | 42.29% |
September 30, 2022 | 42.29% |
August 31, 2022 | 42.29% |
July 31, 2022 | 42.29% |
June 30, 2022 | 42.29% |
May 31, 2022 | 42.29% |
April 30, 2022 | 42.29% |
March 31, 2022 | 42.29% |
February 28, 2022 | 42.29% |
January 31, 2022 | 42.29% |
December 31, 2021 | 42.29% |
November 30, 2021 | 42.29% |
October 31, 2021 | 42.29% |
September 30, 2021 | 42.29% |
Date | Value |
---|---|
August 31, 2021 | 42.29% |
July 31, 2021 | 42.29% |
June 30, 2021 | 42.29% |
May 31, 2021 | 42.29% |
April 30, 2021 | 42.29% |
March 31, 2021 | 42.29% |
February 28, 2021 | 42.29% |
January 31, 2021 | 42.29% |
December 31, 2020 | 42.29% |
November 30, 2020 | 42.29% |
October 31, 2020 | 42.29% |
September 30, 2020 | 42.29% |
August 31, 2020 | 42.29% |
July 31, 2020 | 42.29% |
June 30, 2020 | 42.29% |
May 31, 2020 | 42.29% |
April 30, 2020 | 42.29% |
March 31, 2020 | 42.29% |
February 29, 2020 | 24.52% |
January 31, 2020 | 24.52% |
December 31, 2019 | 24.52% |
November 30, 2019 | 24.52% |
October 31, 2019 | 24.52% |
September 30, 2019 | 24.52% |
August 31, 2019 | 24.52% |
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
16.19%
Minimum
Oct 2018
42.29%
Maximum
Mar 2020
36.98%
Average
42.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4589 |
Beta (5Y) | 1.181 |
Alpha (vs YCharts Benchmark) (5Y) | -1.005 |
Beta (vs YCharts Benchmark) (5Y) | 0.9944 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.34% |
Historical Sharpe Ratio (5Y) | 0.3854 |
Historical Sortino (5Y) | 0.4532 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.63% |