Fidelity Advisor® Energy I (FANIX)
41.30
+0.34 (+0.83%)
USD |
Aug 17 2022
FANIX Max Drawdown (5Y): 72.17% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 72.17% |
| June 30, 2022 | 72.17% |
| May 31, 2022 | 72.17% |
| April 30, 2022 | 72.17% |
| March 31, 2022 | 72.17% |
| February 28, 2022 | 72.17% |
| January 31, 2022 | 72.17% |
| December 31, 2021 | 72.17% |
| November 30, 2021 | 72.17% |
| October 31, 2021 | 72.17% |
| September 30, 2021 | 72.17% |
| August 31, 2021 | 72.17% |
| July 31, 2021 | 72.17% |
| June 30, 2021 | 72.17% |
| May 31, 2021 | 72.17% |
| April 30, 2021 | 72.17% |
| March 31, 2021 | 72.17% |
| February 28, 2021 | 72.17% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Aug 2017
72.17%
Maximum
Mar 2020
60.71%
Average
49.98%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| BlackRock Energy Opportunities Instl | 65.62% |
| Vanguard Energy Index Admiral | 69.49% |
| Invesco Energy Y | 76.21% |
| JNL/Mellon Energy Sector I | 69.52% |
| Cavanal Hill World Energy Institutional | 57.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.466 |
| Beta (5Y) | 1.530 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.08% |
| Historical Sharpe Ratio (5Y) | 0.3674 |
| Historical Sortino (5Y) | 0.466 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.82% |