Fidelity Nasdaq Composite ETF (ONEQ)
60.80
-1.15
(-1.86%)
USD |
NASDAQ |
Apr 25, 11:18
ONEQ Max Drawdown (5Y): 35.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.23% |
| February 29, 2024 | 35.23% |
| January 31, 2024 | 35.23% |
| December 31, 2023 | 35.23% |
| November 30, 2023 | 35.23% |
| October 31, 2023 | 35.23% |
| September 30, 2023 | 35.23% |
| August 31, 2023 | 35.23% |
| July 31, 2023 | 35.23% |
| June 30, 2023 | 35.23% |
| May 31, 2023 | 35.23% |
| April 30, 2023 | 35.23% |
| March 31, 2023 | 35.23% |
| February 28, 2023 | 35.23% |
| January 31, 2023 | 35.23% |
| December 31, 2022 | 35.23% |
| November 30, 2022 | 34.61% |
| October 31, 2022 | 34.61% |
| September 30, 2022 | 33.15% |
| August 31, 2022 | 32.92% |
| July 31, 2022 | 32.92% |
| June 30, 2022 | 32.92% |
| May 31, 2022 | 30.15% |
| April 30, 2022 | 30.15% |
| March 31, 2022 | 30.15% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.15% |
| January 31, 2022 | 30.15% |
| December 31, 2021 | 30.15% |
| November 30, 2021 | 30.15% |
| October 31, 2021 | 30.15% |
| September 30, 2021 | 30.15% |
| August 31, 2021 | 30.15% |
| July 31, 2021 | 30.15% |
| June 30, 2021 | 30.15% |
| May 31, 2021 | 30.15% |
| April 30, 2021 | 30.15% |
| March 31, 2021 | 30.15% |
| February 28, 2021 | 30.15% |
| January 31, 2021 | 30.15% |
| December 31, 2020 | 30.15% |
| November 30, 2020 | 30.15% |
| October 31, 2020 | 30.15% |
| September 30, 2020 | 30.15% |
| August 31, 2020 | 30.15% |
| July 31, 2020 | 30.15% |
| June 30, 2020 | 30.15% |
| May 31, 2020 | 30.15% |
| April 30, 2020 | 30.15% |
| March 31, 2020 | 30.15% |
| February 29, 2020 | 23.27% |
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
23.27%
Minimum
Apr 2019
35.23%
Maximum
Dec 2022
30.58%
Average
30.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9343 |
| Beta (5Y) | 1.117 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.654 |
| Beta (vs YCharts Benchmark) (5Y) | 1.039 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.71% |
| Historical Sharpe Ratio (5Y) | 0.6832 |
| Historical Sortino (5Y) | 0.9171 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.05% |