Fidelity MSCI Utilities ETF (FUTY)
45.30
+0.40
(+0.88%)
USD |
NYSEARCA |
May 08, 14:45
FUTY Max Drawdown (5Y): 36.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.38% |
March 31, 2024 | 36.38% |
February 29, 2024 | 36.38% |
January 31, 2024 | 36.38% |
December 31, 2023 | 36.38% |
November 30, 2023 | 36.38% |
October 31, 2023 | 36.38% |
September 30, 2023 | 36.38% |
August 31, 2023 | 36.38% |
July 31, 2023 | 36.38% |
June 30, 2023 | 36.38% |
May 31, 2023 | 36.38% |
April 30, 2023 | 36.38% |
March 31, 2023 | 36.38% |
February 28, 2023 | 36.38% |
January 31, 2023 | 36.38% |
December 31, 2022 | 36.38% |
November 30, 2022 | 36.38% |
October 31, 2022 | 36.38% |
September 30, 2022 | 36.38% |
August 31, 2022 | 36.38% |
July 31, 2022 | 36.38% |
June 30, 2022 | 36.38% |
May 31, 2022 | 36.38% |
April 30, 2022 | 36.38% |
Date | Value |
---|---|
March 31, 2022 | 36.38% |
February 28, 2022 | 36.38% |
January 31, 2022 | 36.38% |
December 31, 2021 | 36.38% |
November 30, 2021 | 36.38% |
October 31, 2021 | 36.38% |
September 30, 2021 | 36.38% |
August 31, 2021 | 36.38% |
July 31, 2021 | 36.38% |
June 30, 2021 | 36.38% |
May 31, 2021 | 36.38% |
April 30, 2021 | 36.38% |
March 31, 2021 | 36.38% |
February 28, 2021 | 36.38% |
January 31, 2021 | 36.38% |
December 31, 2020 | 36.38% |
November 30, 2020 | 36.38% |
October 31, 2020 | 36.38% |
September 30, 2020 | 36.38% |
August 31, 2020 | 36.38% |
July 31, 2020 | 36.38% |
June 30, 2020 | 36.38% |
May 31, 2020 | 36.38% |
April 30, 2020 | 36.38% |
March 31, 2020 | 36.38% |
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
15.98%
Minimum
May 2019
36.38%
Maximum
Mar 2020
32.98%
Average
36.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Utilities ETF | 36.43% |
Utilities Select Sector SPDR® ETF | 36.03% |
Reaves Utility Income Fund | 47.96% |
DNP Select Income Fund Inc | 39.54% |
First Trust Utilities AlphaDEX® ETF | 34.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.448 |
Beta (5Y) | 0.5746 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5223 |
Beta (vs YCharts Benchmark) (5Y) | 0.9831 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.77% |
Historical Sharpe Ratio (5Y) | 0.1712 |
Historical Sortino (5Y) | 0.2175 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.58% |