Fidelity Emerging Markets Class B (FID1275)
11.28
-0.12 (-1.03%)
CAD |
Jun 30 2022
FID1275 Max Drawdown (5Y): 32.62% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 32.62% |
| May 31, 2022 | 32.62% |
| April 30, 2022 | 31.72% |
| March 31, 2022 | 31.21% |
| February 28, 2022 | 24.37% |
| January 31, 2022 | 24.37% |
| December 31, 2021 | 24.37% |
| November 30, 2021 | 24.37% |
| October 31, 2021 | 24.37% |
| September 30, 2021 | 24.37% |
| August 31, 2021 | 24.37% |
| July 31, 2021 | 24.37% |
| June 30, 2021 | 24.37% |
| May 31, 2021 | 24.37% |
| April 30, 2021 | 24.37% |
| March 31, 2021 | 24.37% |
| February 28, 2021 | 24.37% |
| January 31, 2021 | 24.37% |
| December 31, 2020 | 24.37% |
| November 30, 2020 | 24.37% |
| October 31, 2020 | 24.37% |
| September 30, 2020 | 24.37% |
| August 31, 2020 | 24.37% |
| July 31, 2020 | 24.37% |
| June 30, 2020 | 24.37% |
| Date | Value |
|---|---|
| May 31, 2020 | 24.37% |
| April 30, 2020 | 24.37% |
| March 31, 2020 | 24.37% |
| February 29, 2020 | 24.27% |
| January 31, 2020 | 24.27% |
| December 31, 2019 | 24.27% |
| November 30, 2019 | 24.27% |
| October 31, 2019 | 24.27% |
| September 30, 2019 | 24.27% |
| August 31, 2019 | 24.27% |
| July 31, 2019 | 24.27% |
| June 30, 2019 | 24.27% |
| May 31, 2019 | 24.27% |
| April 30, 2019 | 24.27% |
| March 31, 2019 | 24.27% |
| February 28, 2019 | 24.27% |
| January 31, 2019 | 24.27% |
| December 31, 2018 | 24.27% |
| November 30, 2018 | 24.27% |
| October 31, 2018 | 24.27% |
| September 30, 2018 | 17.76% |
| August 31, 2018 | 17.76% |
| July 31, 2018 | 17.76% |
| June 30, 2018 | 19.96% |
| May 31, 2018 | 21.89% |
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
17.76%
Minimum
Jul 2018
32.62%
Maximum
May 2022
24.79%
Average
24.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fidelity Emerging Markets Sr B | 32.60% |
| CIBC Emerging Markets | 35.10% |
| TD Emerging Markets - I | 33.28% |
| CIBC Emerging Markets Index Premium | 28.64% |
| United Emerging Markets Equity Corp Cl E | 30.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.698 |
| Beta (5Y) | 0.5651 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.33% |
| Historical Sharpe Ratio (5Y) | 0.2066 |
| Historical Sortino (5Y) | 0.2751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.03% |