Fidelity Series Total Market Index (FCFMX)

19.81 -0.12 (-0.60%) USD  |  Dec 12 2024
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FCFMX Max Drawdown (5Y): 34.99% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Minimum
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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

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Schwab Total Stock Market Index 35.01%
Fidelity Total Market Index 35.01%
Schwab 1000 Index® 34.58%
Fidelity SAI US LowVolatility Idx 32.41%
SEI Large Cap Index F (SIMT) 34.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.065
Beta (5Y) 1.034
Alpha (vs YCharts Benchmark) (5Y) -1.065
Beta (vs YCharts Benchmark) (5Y) 1.034
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.62%
Historical Sharpe Ratio (5Y) 0.6493
Historical Sortino (5Y) 0.703
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.23%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:FCFMX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:FCFMX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.