Fidelity MSCI Financials ETF (FNCL)
57.46
-0.39
(-0.67%)
USD |
NYSEARCA |
Apr 25, 16:00
57.48
+0.02
(+0.03%)
After-Hours: 20:00
FNCL Max Drawdown (5Y): 44.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.36% |
February 29, 2024 | 44.36% |
January 31, 2024 | 44.36% |
December 31, 2023 | 44.36% |
November 30, 2023 | 44.36% |
October 31, 2023 | 44.36% |
September 30, 2023 | 44.36% |
August 31, 2023 | 44.36% |
July 31, 2023 | 44.36% |
June 30, 2023 | 44.36% |
May 31, 2023 | 44.36% |
April 30, 2023 | 44.36% |
March 31, 2023 | 44.36% |
February 28, 2023 | 44.36% |
January 31, 2023 | 44.36% |
December 31, 2022 | 44.36% |
November 30, 2022 | 44.36% |
October 31, 2022 | 44.36% |
September 30, 2022 | 44.36% |
August 31, 2022 | 44.36% |
July 31, 2022 | 44.36% |
June 30, 2022 | 44.36% |
May 31, 2022 | 44.36% |
April 30, 2022 | 44.36% |
March 31, 2022 | 44.36% |
Date | Value |
---|---|
February 28, 2022 | 44.36% |
January 31, 2022 | 44.36% |
December 31, 2021 | 44.36% |
November 30, 2021 | 44.36% |
October 31, 2021 | 44.36% |
September 30, 2021 | 44.36% |
August 31, 2021 | 44.36% |
July 31, 2021 | 44.36% |
June 30, 2021 | 44.36% |
May 31, 2021 | 44.36% |
April 30, 2021 | 44.36% |
March 31, 2021 | 44.36% |
February 28, 2021 | 44.36% |
January 31, 2021 | 44.36% |
December 31, 2020 | 44.36% |
November 30, 2020 | 44.36% |
October 31, 2020 | 44.36% |
September 30, 2020 | 44.36% |
August 31, 2020 | 44.36% |
July 31, 2020 | 44.36% |
June 30, 2020 | 44.36% |
May 31, 2020 | 44.36% |
April 30, 2020 | 44.36% |
March 31, 2020 | 44.36% |
February 29, 2020 | 24.26% |
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
24.26%
Minimum
Apr 2019
44.36%
Maximum
Mar 2020
40.68%
Average
44.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.388 |
Beta (5Y) | 1.146 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3917 |
Beta (vs YCharts Benchmark) (5Y) | 1.025 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.75% |
Historical Sharpe Ratio (5Y) | 0.4106 |
Historical Sortino (5Y) | 0.4492 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |