Fidelity Advisor® Stock Sel All Cp I (FBRNX)
56.82
-0.02 (-0.04%)
USD |
May 20 2022
FBRNX Max Drawdown (5Y): 34.37% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 34.37% |
| March 31, 2022 | 34.37% |
| February 28, 2022 | 34.37% |
| January 31, 2022 | 34.37% |
| December 31, 2021 | 34.37% |
| November 30, 2021 | 34.37% |
| October 31, 2021 | 34.37% |
| September 30, 2021 | 34.37% |
| August 31, 2021 | 34.37% |
| July 31, 2021 | 34.37% |
| June 30, 2021 | 34.37% |
| May 31, 2021 | 34.37% |
| April 30, 2021 | 34.37% |
| March 31, 2021 | 34.37% |
| February 28, 2021 | 34.37% |
| January 31, 2021 | 34.37% |
| December 31, 2020 | 34.37% |
| November 30, 2020 | 34.37% |
| October 31, 2020 | 34.37% |
| September 30, 2020 | 34.37% |
| August 31, 2020 | 34.37% |
| July 31, 2020 | 34.37% |
| June 30, 2020 | 34.37% |
| May 31, 2020 | 34.37% |
| April 30, 2020 | 34.37% |
| Date | Value |
|---|---|
| March 31, 2020 | 34.37% |
| February 29, 2020 | 23.01% |
| January 31, 2020 | 23.01% |
| December 31, 2019 | 23.01% |
| November 30, 2019 | 23.01% |
| October 31, 2019 | 23.01% |
| September 30, 2019 | 23.01% |
| August 31, 2019 | 23.01% |
| July 31, 2019 | 23.01% |
| June 30, 2019 | 23.01% |
| May 31, 2019 | 23.01% |
| April 30, 2019 | 23.01% |
| March 31, 2019 | 23.01% |
| February 28, 2019 | 23.01% |
| January 31, 2019 | 23.01% |
| December 31, 2018 | 23.01% |
| November 30, 2018 | 18.98% |
| October 31, 2018 | 18.98% |
| September 30, 2018 | 18.98% |
| August 31, 2018 | 18.98% |
| July 31, 2018 | 18.98% |
| June 30, 2018 | 18.98% |
| May 31, 2018 | 18.98% |
| April 30, 2018 | 18.98% |
| March 31, 2018 | 18.98% |
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
18.98%
Minimum
May 2017
34.37%
Maximum
Mar 2020
26.66%
Average
23.01%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Large Cap Growth Inst2 | 30.29% |
| PGIM Jennison Blend Z | 36.85% |
| Delaware Ivy Large Cap Growth Fund Y | 30.90% |
| MassMutual Disciplined Gr I | 31.04% |
| Pioneer Disciplined Growth Y | 29.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.587 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.50% |
| Historical Sharpe Ratio (5Y) | 0.7225 |
| Historical Sortino (5Y) | 0.7337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.16% |