Fidelity Advisor Diversified Stock O (FDESX)

42.02 -0.28 (-0.66%) USD  |  Dec 12 2024
More

FDESX Max Drawdown (5Y): 30.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FDESX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Schwab Total Stock Market Index 35.01%
American Funds Fundamental Invs F1 33.90%
American Funds Invmt Co of Amer F1 31.08%
Schwab 1000 Index® 34.58%
Hartford Core Equity F 33.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.852
Beta (5Y) 0.9457
Alpha (vs YCharts Benchmark) (5Y) 2.852
Beta (vs YCharts Benchmark) (5Y) 0.9457
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.52%
Historical Sharpe Ratio (5Y) 0.836
Historical Sortino (5Y) 0.9656
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.01%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:FDESX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:FDESX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.