Fidelity® Dividend Growth K (FDGKX)
33.77
+0.07 (+0.21%)
USD |
Aug 18 2022
FDGKX Max Drawdown (5Y): 41.28% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 41.28% |
| June 30, 2022 | 41.28% |
| May 31, 2022 | 41.28% |
| April 30, 2022 | 41.28% |
| March 31, 2022 | 41.28% |
| February 28, 2022 | 41.28% |
| January 31, 2022 | 41.28% |
| December 31, 2021 | 41.28% |
| November 30, 2021 | 41.28% |
| October 31, 2021 | 41.28% |
| September 30, 2021 | 41.28% |
| August 31, 2021 | 41.28% |
| July 31, 2021 | 41.28% |
| June 30, 2021 | 41.28% |
| May 31, 2021 | 41.28% |
| April 30, 2021 | 41.28% |
| March 31, 2021 | 41.28% |
| February 28, 2021 | 41.28% |
| January 31, 2021 | 41.28% |
| December 31, 2020 | 41.28% |
| November 30, 2020 | 41.28% |
| October 31, 2020 | 41.28% |
| September 30, 2020 | 41.28% |
| August 31, 2020 | 41.28% |
| July 31, 2020 | 41.28% |
| Date | Value |
|---|---|
| June 30, 2020 | 41.28% |
| May 31, 2020 | 41.28% |
| April 30, 2020 | 41.28% |
| March 31, 2020 | 41.28% |
| February 29, 2020 | 18.11% |
| January 31, 2020 | 18.11% |
| December 31, 2019 | 18.11% |
| November 30, 2019 | 18.11% |
| October 31, 2019 | 18.11% |
| September 30, 2019 | 18.11% |
| August 31, 2019 | 18.11% |
| July 31, 2019 | 18.11% |
| June 30, 2019 | 18.11% |
| May 31, 2019 | 18.11% |
| April 30, 2019 | 18.11% |
| March 31, 2019 | 18.11% |
| February 28, 2019 | 18.11% |
| January 31, 2019 | 18.11% |
| December 31, 2018 | 18.11% |
| November 30, 2018 | 15.02% |
| October 31, 2018 | 15.02% |
| September 30, 2018 | 15.02% |
| August 31, 2018 | 15.02% |
| July 31, 2018 | 15.02% |
| June 30, 2018 | 15.02% |
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
15.02%
Minimum
Aug 2017
41.28%
Maximum
Mar 2020
28.49%
Average
18.11%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Dividend and Growth R6 | 34.95% |
| Fidelity® Equity-Income K | 33.10% |
| American Beacon The London Co Inc Eq R5 | 33.24% |
| Fidelity® Equity Dividend Income K | 39.14% |
| AB Equity Income K | 35.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.723 |
| Beta (5Y) | 1.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.20% |
| Historical Sharpe Ratio (5Y) | 0.5043 |
| Historical Sortino (5Y) | 0.5029 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.03% |