Fidelity Insights Class A (FID5482)
18.76
+0.10 (+0.53%)
CAD |
Mar 24 2023
FID5482 Max Drawdown (5Y): 30.31% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 30.31% |
| January 31, 2023 | 30.31% |
| December 31, 2022 | 30.31% |
| November 30, 2022 | 30.31% |
| October 31, 2022 | 30.31% |
| September 30, 2022 | 30.31% |
| August 31, 2022 | 30.31% |
| July 31, 2022 | 30.31% |
| June 30, 2022 | 30.31% |
| May 31, 2022 | 26.27% |
| April 30, 2022 | 24.64% |
| March 31, 2022 | 24.64% |
| February 28, 2022 | 24.64% |
| January 31, 2022 | 24.64% |
| December 31, 2021 | 24.64% |
| November 30, 2021 | 24.64% |
| October 31, 2021 | 24.64% |
| September 30, 2021 | 24.64% |
| August 31, 2021 | 24.64% |
| July 31, 2021 | 24.64% |
| June 30, 2021 | 24.64% |
| May 31, 2021 | 24.64% |
| April 30, 2021 | 24.64% |
| March 31, 2021 | 24.64% |
| February 28, 2021 | 24.64% |
| Date | Value |
|---|---|
| January 31, 2021 | 24.64% |
| December 31, 2020 | 24.64% |
| November 30, 2020 | 24.64% |
| October 31, 2020 | 24.64% |
| September 30, 2020 | 24.64% |
| August 31, 2020 | 24.64% |
| July 31, 2020 | 24.64% |
| June 30, 2020 | 24.64% |
| May 31, 2020 | 24.64% |
| April 30, 2020 | 24.64% |
| March 31, 2020 | 24.64% |
| February 29, 2020 | 20.81% |
| January 31, 2020 | 20.81% |
| December 31, 2019 | 20.81% |
| November 30, 2019 | 20.81% |
| October 31, 2019 | 20.81% |
| September 30, 2019 | 20.81% |
| August 31, 2019 | 20.81% |
| July 31, 2019 | 20.81% |
| June 30, 2019 | 20.81% |
| May 31, 2019 | 20.81% |
| April 30, 2019 | 20.81% |
| March 31, 2019 | 20.81% |
| February 28, 2019 | 20.81% |
| January 31, 2019 | 20.81% |
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
8.25%
Minimum
Mar 2018
30.31%
Maximum
Jun 2022
22.38%
Average
24.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fidelity American Disciplined Eq Sr B | 27.74% |
| Fidelity US Focused Stock B | 27.43% |
| Fidelity Insights Ccy Netrl Cl B | 32.97% |
| RBC Life Science & Technology Fund A | 29.36% |
| CIBC Nasdaq Index | 31.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2855 |
| Beta (5Y) | 0.7908 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6655 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7332 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.00% |
| Historical Sharpe Ratio (5Y) | 0.411 |
| Historical Sortino (5Y) | 0.5785 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.88% |