Fidelity Advisor® Global Equity Inc M (FGABX)
17.65
-0.53 (-2.92%)
USD |
May 18 2022
FGABX Max Drawdown (5Y): 30.40% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 30.40% |
| March 31, 2022 | 30.40% |
| February 28, 2022 | 30.40% |
| January 31, 2022 | 30.40% |
| December 31, 2021 | 30.40% |
| November 30, 2021 | 30.40% |
| October 31, 2021 | 30.40% |
| September 30, 2021 | 30.40% |
| August 31, 2021 | 30.40% |
| July 31, 2021 | 30.40% |
| June 30, 2021 | 30.40% |
| May 31, 2021 | 30.40% |
| April 30, 2021 | 30.40% |
| March 31, 2021 | 30.40% |
| February 28, 2021 | 30.40% |
| January 31, 2021 | 30.40% |
| December 31, 2020 | 30.40% |
| November 30, 2020 | 30.40% |
| October 31, 2020 | 30.40% |
| September 30, 2020 | 30.40% |
| August 31, 2020 | 30.40% |
| July 31, 2020 | 30.40% |
| June 30, 2020 | 30.40% |
| May 31, 2020 | 30.40% |
| April 30, 2020 | 30.40% |
| Date | Value |
|---|---|
| March 31, 2020 | 30.40% |
| February 29, 2020 | 19.73% |
| January 31, 2020 | 19.73% |
| December 31, 2019 | 19.73% |
| November 30, 2019 | 19.73% |
| October 31, 2019 | 19.73% |
| September 30, 2019 | 19.73% |
| August 31, 2019 | 19.73% |
| July 31, 2019 | 19.73% |
| June 30, 2019 | 19.73% |
| May 31, 2019 | 19.73% |
| April 30, 2019 | 19.73% |
| March 31, 2019 | 19.73% |
| February 28, 2019 | 19.73% |
| January 31, 2019 | 19.73% |
| December 31, 2018 | 19.73% |
| November 30, 2018 | 14.91% |
| October 31, 2018 | 14.91% |
| September 30, 2018 | 14.91% |
| August 31, 2018 | 14.91% |
| July 31, 2018 | 14.91% |
| June 30, 2018 | 14.91% |
| May 31, 2018 | 14.91% |
| April 30, 2018 | 14.91% |
| March 31, 2018 | 14.91% |
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
14.91%
Minimum
May 2017
30.40%
Maximum
Mar 2020
22.83%
Average
19.73%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Russell Inv Global Equity M | 34.76% |
| USAA Global Managed Volatility | 32.56% |
| Nuveen Global Dividend Growth I | 33.65% |
| abrdn Dynamic Dividend A | 36.24% |
| Sit Global Dividend Growth S | 33.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.602 |
| Beta (5Y) | 0.8656 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.02% |
| Historical Sharpe Ratio (5Y) | 0.6682 |
| Historical Sortino (5Y) | 0.6491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.57% |