Fidelity Global Concentrated Eq Sr B (FID207)
12.59
-0.13 (-1.04%)
CAD |
Jun 30 2022
FID207 Max Drawdown (5Y): 34.24% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 34.24% |
| May 31, 2022 | 34.24% |
| April 30, 2022 | 34.24% |
| March 31, 2022 | 34.24% |
| February 28, 2022 | 34.24% |
| January 31, 2022 | 34.24% |
| December 31, 2021 | 34.24% |
| November 30, 2021 | 34.24% |
| October 31, 2021 | 34.24% |
| September 30, 2021 | 34.24% |
| August 31, 2021 | 34.24% |
| July 31, 2021 | 34.24% |
| June 30, 2021 | 34.24% |
| May 31, 2021 | 34.24% |
| April 30, 2021 | 34.24% |
| March 31, 2021 | 34.24% |
| February 28, 2021 | 34.24% |
| January 31, 2021 | 34.24% |
| December 31, 2020 | 34.24% |
| November 30, 2020 | 34.24% |
| October 31, 2020 | 34.24% |
| September 30, 2020 | 34.24% |
| August 31, 2020 | 34.24% |
| July 31, 2020 | 34.24% |
| June 30, 2020 | 34.24% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.24% |
| April 30, 2020 | 34.24% |
| March 31, 2020 | 34.24% |
| February 29, 2020 | 18.54% |
| January 31, 2020 | 18.54% |
| December 31, 2019 | 18.54% |
| November 30, 2019 | 18.54% |
| October 31, 2019 | 18.54% |
| September 30, 2019 | 18.54% |
| August 31, 2019 | 18.54% |
| July 31, 2019 | 18.54% |
| June 30, 2019 | 18.54% |
| May 31, 2019 | 18.54% |
| April 30, 2019 | 18.54% |
| March 31, 2019 | 18.54% |
| February 28, 2019 | 18.54% |
| January 31, 2019 | 18.54% |
| December 31, 2018 | 18.54% |
| November 30, 2018 | 15.02% |
| October 31, 2018 | 15.02% |
| September 30, 2018 | 15.02% |
| August 31, 2018 | 15.02% |
| July 31, 2018 | 15.02% |
| June 30, 2018 | 15.02% |
| May 31, 2018 | 15.02% |
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
15.02%
Minimum
Oct 2017
34.24%
Maximum
Mar 2020
25.16%
Average
19.94%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.420 |
| Beta (5Y) | 1.006 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.37% |
| Historical Sharpe Ratio (5Y) | 0.187 |
| Historical Sortino (5Y) | 0.2121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |