Fidelity Advisor® Value A (FAVFX)
28.74
+0.11 (+0.38%)
USD |
Feb 23
FAVFX Max Drawdown (5Y): 48.59% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2021 | 48.59% |
| December 31, 2020 | 48.59% |
| November 30, 2020 | 48.59% |
| October 31, 2020 | 48.59% |
| September 30, 2020 | 48.59% |
| August 31, 2020 | 48.59% |
| July 31, 2020 | 48.59% |
| June 30, 2020 | 48.59% |
| May 31, 2020 | 48.59% |
| April 30, 2020 | 48.59% |
| March 31, 2020 | 48.59% |
| February 29, 2020 | 25.36% |
| January 31, 2020 | 25.36% |
| December 31, 2019 | 25.36% |
| November 30, 2019 | 25.36% |
| October 31, 2019 | 25.36% |
| September 30, 2019 | 25.36% |
| August 31, 2019 | 25.36% |
| July 31, 2019 | 25.36% |
| June 30, 2019 | 25.36% |
| May 31, 2019 | 25.36% |
| April 30, 2019 | 25.36% |
| March 31, 2019 | 25.36% |
| February 28, 2019 | 25.36% |
| January 31, 2019 | 25.36% |
| Date | Value |
|---|---|
| December 31, 2018 | 25.36% |
| November 30, 2018 | 24.18% |
| October 31, 2018 | 24.18% |
| September 30, 2018 | 24.18% |
| August 31, 2018 | 24.18% |
| July 31, 2018 | 24.18% |
| June 30, 2018 | 24.18% |
| May 31, 2018 | 24.18% |
| April 30, 2018 | 24.18% |
| March 31, 2018 | 24.18% |
| February 28, 2018 | 24.18% |
| January 31, 2018 | 24.18% |
| December 31, 2017 | 24.18% |
| November 30, 2017 | 24.18% |
| October 31, 2017 | 24.18% |
| September 30, 2017 | 24.18% |
| August 31, 2017 | 24.18% |
| July 31, 2017 | 24.18% |
| June 30, 2017 | 24.18% |
| May 31, 2017 | 24.18% |
| April 30, 2017 | 24.18% |
| March 31, 2017 | 24.18% |
| February 28, 2017 | 24.18% |
| January 31, 2017 | 24.18% |
| December 31, 2016 | 24.18% |
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
24.18%
Minimum
Oct 2016
48.59%
Maximum
Mar 2020
30.07%
Average
25.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Fidelity Advisor® Value Strategies A | 47.99% |
| Touchstone Mid Cap Value A | 41.93% |
| Janus Henderson Mid Cap Value A | 40.23% |
| Nuveen Mid Cap Value A | 44.56% |
| Principal MidCap Value I A | 41.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.53 |
| Beta (5Y) | 1.368 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.13% |
| Historical Sharpe Ratio (5Y) | 0.5341 |
| Historical Sortino (5Y) | 0.487 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.93% |