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% |