Fidelity Advisor® Energy I (FANIX)
24.93
+0.91 (+3.79%)
USD |
Feb 24
FANIX Max Drawdown (5Y): 72.17% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2021 | 72.17% |
| December 31, 2020 | 72.17% |
| November 30, 2020 | 72.17% |
| October 31, 2020 | 72.17% |
| September 30, 2020 | 72.17% |
| August 31, 2020 | 72.17% |
| July 31, 2020 | 72.17% |
| June 30, 2020 | 72.17% |
| May 31, 2020 | 72.17% |
| April 30, 2020 | 72.17% |
| March 31, 2020 | 72.17% |
| February 29, 2020 | 49.98% |
| January 31, 2020 | 49.98% |
| December 31, 2019 | 49.98% |
| November 30, 2019 | 49.98% |
| October 31, 2019 | 49.98% |
| September 30, 2019 | 49.98% |
| August 31, 2019 | 49.98% |
| July 31, 2019 | 49.98% |
| June 30, 2019 | 49.98% |
| May 31, 2019 | 49.98% |
| April 30, 2019 | 49.98% |
| March 31, 2019 | 49.98% |
| February 28, 2019 | 49.98% |
| January 31, 2019 | 49.98% |
| Date | Value |
|---|---|
| December 31, 2018 | 49.98% |
| November 30, 2018 | 49.98% |
| October 31, 2018 | 49.98% |
| September 30, 2018 | 49.98% |
| August 31, 2018 | 49.98% |
| July 31, 2018 | 49.98% |
| June 30, 2018 | 49.98% |
| May 31, 2018 | 49.98% |
| April 30, 2018 | 49.98% |
| March 31, 2018 | 49.98% |
| February 28, 2018 | 49.98% |
| January 31, 2018 | 49.98% |
| December 31, 2017 | 49.98% |
| November 30, 2017 | 49.98% |
| October 31, 2017 | 49.98% |
| September 30, 2017 | 49.98% |
| August 31, 2017 | 49.98% |
| July 31, 2017 | 49.98% |
| June 30, 2017 | 49.98% |
| May 31, 2017 | 49.98% |
| April 30, 2017 | 49.98% |
| March 31, 2017 | 49.98% |
| February 28, 2017 | 49.98% |
| January 31, 2017 | 49.98% |
| December 31, 2016 | 49.98% |
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
49.98%
Minimum
Feb 2016
72.17%
Maximum
Mar 2020
54.05%
Average
49.98%
Median
Feb 2016
Max Drawdown (5Y) Benchmarks
| Ivy Energy I | 81.23% |
| Hennessy BP Energy Institutional | 78.84% |
| Cavanal Hill World Energy Institutional | 57.44% |
| Fidelity® Select Natural Gas | 78.93% |
| Fidelity® Select Natural Resources Port | 64.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.31 |
| Beta (5Y) | 1.892 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.24% |
| Historical Sharpe Ratio (5Y) | -0.0093 |
| Historical Sortino (5Y) | -0.0114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.09% |