Fidelity MSCI Utilities Index ETF (FUTY)
48.96
0.00 (0.00%)
USD |
NYSEARCA |
Jan 08, 16:00
48.96
0.00 (0.00%)
After-Hours: 20:00
FUTY Max Drawdown (5Y): 36.38% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares US Utilities ETF | 36.18% |
| Vanguard Utilities Index Fund ETF | 36.43% |
| Utilities Select Sector SPDR Fund | 36.03% |
| Reaves Utility Income Fund | 47.96% |
| DNP Select Income Fund Inc | 39.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.871 |
| Beta (5Y) | 0.6367 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4168 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9847 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.37% |
| Historical Sharpe Ratio (5Y) | 0.1804 |
| Historical Sortino (5Y) | 0.2389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.66% |