Fidelity Small Cap America Sr F8 (FID1709)
26.87
-0.26 (-0.95%)
CAD |
Feb 06 2023
FID1709 Max Drawdown (5Y): 32.60% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 32.60% |
December 31, 2022 | 32.60% |
November 30, 2022 | 32.60% |
October 31, 2022 | 32.60% |
September 30, 2022 | 32.60% |
August 31, 2022 | 32.60% |
July 31, 2022 | 32.60% |
June 30, 2022 | 32.60% |
May 31, 2022 | 32.60% |
April 30, 2022 | 32.60% |
March 31, 2022 | 32.60% |
February 28, 2022 | 32.60% |
January 31, 2022 | 32.60% |
December 31, 2021 | 32.60% |
November 30, 2021 | 32.60% |
October 31, 2021 | 32.60% |
September 30, 2021 | 32.60% |
August 31, 2021 | 32.60% |
July 31, 2021 | 32.60% |
June 30, 2021 | 32.60% |
May 31, 2021 | 32.60% |
April 30, 2021 | 32.60% |
March 31, 2021 | 32.60% |
February 28, 2021 | 32.60% |
January 31, 2021 | 32.60% |
Date | Value |
---|---|
December 31, 2020 | 32.60% |
November 30, 2020 | 32.60% |
October 31, 2020 | 32.60% |
September 30, 2020 | 32.60% |
August 31, 2020 | 32.60% |
July 31, 2020 | 32.60% |
June 30, 2020 | 32.60% |
May 31, 2020 | 32.60% |
April 30, 2020 | 32.60% |
March 31, 2020 | 32.60% |
February 29, 2020 | 11.73% |
January 31, 2020 | 11.73% |
December 31, 2019 | 11.73% |
November 30, 2019 | 11.73% |
October 31, 2019 | 11.73% |
September 30, 2019 | 11.73% |
August 31, 2019 | 11.73% |
July 31, 2019 | 11.73% |
June 30, 2019 | 11.73% |
May 31, 2019 | 11.73% |
April 30, 2019 | 11.73% |
March 31, 2019 | 11.73% |
February 28, 2019 | 11.73% |
January 31, 2019 | 11.73% |
December 31, 2018 | 11.73% |
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
10.29%
Minimum
Feb 2018
32.60%
Maximum
Mar 2020
23.66%
Average
32.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.522 |
Beta (5Y) | 0.8015 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5496 |
Beta (vs YCharts Benchmark) (5Y) | 0.6086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.38% |
Historical Sharpe Ratio (5Y) | 0.3499 |
Historical Sortino (5Y) | 0.3743 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.99% |