Fidelity Canadian Asset Allocation Class Series F5 (FID3640)
9.615
+0.07
(+0.75%)
CAD |
Jan 17 2025
FID3640 Max Drawdown (5Y): 23.26% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1091 |
Beta (5Y) | 0.6934 |
Alpha (vs YCharts Benchmark) (5Y) | 6.956 |
Beta (vs YCharts Benchmark) (5Y) | 0.9903 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.82% |
Historical Sharpe Ratio (5Y) | 0.5178 |
Historical Sortino (5Y) | 0.522 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.19% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:FID3640.TO", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:FID3640.TO", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |