Fidelity Advisor® Small Cap Value A (FCVAX)
18.61
-0.06 (-0.32%)
USD |
May 19 2022
FCVAX Max Drawdown (5Y): 44.52% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.52% |
| March 31, 2022 | 44.52% |
| February 28, 2022 | 44.52% |
| January 31, 2022 | 44.52% |
| December 31, 2021 | 44.52% |
| November 30, 2021 | 44.52% |
| October 31, 2021 | 44.52% |
| September 30, 2021 | 44.52% |
| August 31, 2021 | 44.52% |
| July 31, 2021 | 44.52% |
| June 30, 2021 | 44.52% |
| May 31, 2021 | 44.52% |
| April 30, 2021 | 44.52% |
| March 31, 2021 | 44.52% |
| February 28, 2021 | 44.52% |
| January 31, 2021 | 44.52% |
| December 31, 2020 | 44.52% |
| November 30, 2020 | 44.52% |
| October 31, 2020 | 44.52% |
| September 30, 2020 | 44.52% |
| August 31, 2020 | 44.52% |
| July 31, 2020 | 44.52% |
| June 30, 2020 | 44.52% |
| May 31, 2020 | 44.52% |
| April 30, 2020 | 44.52% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.52% |
| February 29, 2020 | 23.29% |
| January 31, 2020 | 23.29% |
| December 31, 2019 | 23.29% |
| November 30, 2019 | 23.29% |
| October 31, 2019 | 23.29% |
| September 30, 2019 | 23.29% |
| August 31, 2019 | 23.29% |
| July 31, 2019 | 23.29% |
| June 30, 2019 | 23.29% |
| May 31, 2019 | 23.29% |
| April 30, 2019 | 23.29% |
| March 31, 2019 | 23.29% |
| February 28, 2019 | 23.29% |
| January 31, 2019 | 23.29% |
| December 31, 2018 | 23.29% |
| November 30, 2018 | 15.84% |
| October 31, 2018 | 15.84% |
| September 30, 2018 | 15.84% |
| August 31, 2018 | 15.84% |
| July 31, 2018 | 15.84% |
| June 30, 2018 | 15.84% |
| May 31, 2018 | 15.84% |
| April 30, 2018 | 15.84% |
| March 31, 2018 | 15.84% |
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
15.84%
Minimum
May 2017
44.52%
Maximum
Mar 2020
30.13%
Average
23.29%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Victory RS Partners A | 42.91% |
| ClearBridge Small Cap Value A | 51.50% |
| Columbia Small Cap Value I A | 48.42% |
| Nuveen Small Cap Value A | 54.01% |
| JPMorgan Small Cap Value A | 46.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.270 |
| Beta (5Y) | 1.083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.19% |
| Historical Sharpe Ratio (5Y) | 0.4696 |
| Historical Sortino (5Y) | 0.4929 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.63% |