Fidelity Canadian High Dividend ETF Series B (FID4086)

11.85 +0.02 (+0.16%) CAD  |  Dec 24 2024
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FID4086 Max Drawdown (5Y): 43.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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RBC Canadian Dividend Sr T5 37.00%
MD Dividend Growth Series A 35.62%
Counsel Canadian Dividend Series A 41.81%
Beutel Goodman Canadian Dividend Class B 35.07%
Invesco Canadian Dividend Index ETF Class Series A 41.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.850
Beta (5Y) 1.082
Alpha (vs YCharts Benchmark) (5Y) -0.3913
Beta (vs YCharts Benchmark) (5Y) 0.7924
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.90%
Historical Sharpe Ratio (5Y) 0.1879
Historical Sortino (5Y) 0.1726
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.77%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:FID4086.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:FID4086.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.