Fidelity Canadian Disciplined Eq S8 (FID208)
13.28
+0.25 (+1.94%)
CAD |
Aug 10 2022
FID208 Max Drawdown (5Y): 34.86% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 34.86% |
| June 30, 2022 | 34.86% |
| May 31, 2022 | 34.86% |
| April 30, 2022 | 34.86% |
| March 31, 2022 | 34.86% |
| February 28, 2022 | 34.86% |
| January 31, 2022 | 34.86% |
| December 31, 2021 | 34.86% |
| November 30, 2021 | 34.86% |
| October 31, 2021 | 34.86% |
| September 30, 2021 | 34.86% |
| August 31, 2021 | 34.86% |
| July 31, 2021 | 34.86% |
| June 30, 2021 | 34.86% |
| May 31, 2021 | 34.86% |
| April 30, 2021 | 34.86% |
| March 31, 2021 | 34.86% |
| February 28, 2021 | 34.86% |
| January 31, 2021 | 34.86% |
| December 31, 2020 | 34.86% |
| November 30, 2020 | 34.86% |
| October 31, 2020 | 34.86% |
| September 30, 2020 | 34.86% |
| August 31, 2020 | 34.86% |
| July 31, 2020 | 34.86% |
| Date | Value |
|---|---|
| June 30, 2020 | 34.86% |
| May 31, 2020 | 34.86% |
| April 30, 2020 | 34.86% |
| March 31, 2020 | 34.86% |
| February 29, 2020 | 16.93% |
| January 31, 2020 | 16.93% |
| December 31, 2019 | 16.93% |
| November 30, 2019 | 16.93% |
| October 31, 2019 | 16.93% |
| September 30, 2019 | 16.93% |
| August 31, 2019 | 16.93% |
| July 31, 2019 | 16.93% |
| June 30, 2019 | 16.93% |
| May 31, 2019 | 16.93% |
| April 30, 2019 | 16.93% |
| March 31, 2019 | 16.93% |
| February 28, 2019 | 16.93% |
| January 31, 2019 | 16.93% |
| December 31, 2018 | 16.93% |
| November 30, 2018 | 16.93% |
| October 31, 2018 | 16.93% |
| September 30, 2018 | 16.93% |
| August 31, 2018 | 16.93% |
| July 31, 2018 | 16.93% |
| June 30, 2018 | 16.93% |
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
16.93%
Minimum
Sep 2017
34.86%
Maximum
Mar 2020
25.60%
Average
17.08%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9018 |
| Beta (5Y) | 0.9703 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.41% |
| Historical Sharpe Ratio (5Y) | 0.4983 |
| Historical Sortino (5Y) | 0.4623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.78% |