Fidelity Advisor High Income Fund Z (FGUMX)

7.93 -0.01 (-0.13%) USD  |  Mar 04 2025
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FGUMX Max Drawdown (5Y): 22.29% for Feb. 28, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Fidelity Series High Income Fund 21.87%
Aristotle High Yield Bond Fund I-2 22.87%
Voya High Yield Portfolio Institutional 20.31%
PIA High Yield Fund Inst 19.86%
1290 High Yield Bond Fund I 17.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.798
Beta (5Y) 0.8967
Alpha (vs YCharts Benchmark) (5Y) -1.336
Beta (vs YCharts Benchmark) (5Y) 1.000
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 7.04%
Historical Sharpe Ratio (5Y) 0.1484
Historical Sortino (5Y) 0.1997
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.16%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:FGUMX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:FGUMX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.