Fidelity Advisor® Glbl Capital Apprec C (FEUCX)
13.53
-0.25 (-1.81%)
USD |
Jun 28 2022
FEUCX Max Drawdown (5Y): 34.03% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 34.03% |
| April 30, 2022 | 34.03% |
| March 31, 2022 | 34.03% |
| February 28, 2022 | 34.03% |
| January 31, 2022 | 34.03% |
| December 31, 2021 | 34.03% |
| November 30, 2021 | 34.03% |
| October 31, 2021 | 34.03% |
| September 30, 2021 | 34.03% |
| August 31, 2021 | 34.03% |
| July 31, 2021 | 34.03% |
| June 30, 2021 | 34.03% |
| May 31, 2021 | 34.03% |
| April 30, 2021 | 34.03% |
| March 31, 2021 | 34.03% |
| February 28, 2021 | 34.03% |
| January 31, 2021 | 34.03% |
| December 31, 2020 | 34.03% |
| November 30, 2020 | 34.03% |
| October 31, 2020 | 34.03% |
| September 30, 2020 | 34.03% |
| August 31, 2020 | 34.03% |
| July 31, 2020 | 34.03% |
| June 30, 2020 | 34.03% |
| May 31, 2020 | 34.03% |
| Date | Value |
|---|---|
| April 30, 2020 | 34.03% |
| March 31, 2020 | 34.03% |
| February 29, 2020 | 27.64% |
| January 31, 2020 | 27.64% |
| December 31, 2019 | 27.64% |
| November 30, 2019 | 27.64% |
| October 31, 2019 | 27.64% |
| September 30, 2019 | 27.64% |
| August 31, 2019 | 27.64% |
| July 31, 2019 | 27.64% |
| June 30, 2019 | 27.64% |
| May 31, 2019 | 27.64% |
| April 30, 2019 | 27.64% |
| March 31, 2019 | 27.64% |
| February 28, 2019 | 27.64% |
| January 31, 2019 | 27.64% |
| December 31, 2018 | 27.64% |
| November 30, 2018 | 21.24% |
| October 31, 2018 | 21.24% |
| September 30, 2018 | 21.24% |
| August 31, 2018 | 21.24% |
| July 31, 2018 | 21.24% |
| June 30, 2018 | 21.24% |
| May 31, 2018 | 21.24% |
| April 30, 2018 | 21.24% |
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
21.24%
Minimum
Jul 2017
34.03%
Maximum
Mar 2020
28.69%
Average
27.64%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Calamos Global Equity C | 31.10% |
| American Century Focused Global Gr C | 32.13% |
| Janus Henderson Global Research C | 34.82% |
| Gabelli Global Growth C | 37.67% |
| BlackRock Unconstrained Equity Inv C | 32.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.692 |
| Beta (5Y) | 0.9918 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.92% |
| Historical Sharpe Ratio (5Y) | 0.3464 |
| Historical Sortino (5Y) | 0.3954 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |