Fidelity Global Natural Resources Series F USD (FID650)

45.78 +0.08 (+0.18%) USD  |  Jan 08 2025
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FID650 Max Drawdown (5Y): 51.40% for Dec. 31, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
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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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Max Drawdown (5Y) Benchmarks

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Scotia Resource Series F 41.78%
Dynamic Strategic Resource Class F 46.36%
RBC Global Resources Sr F 44.40%
Purpose Special Opportunities Fund F 83.39%
TD Resource Series F 63.05%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.576
Beta (5Y) 1.308
Alpha (vs YCharts Benchmark) (5Y) -4.904
Beta (vs YCharts Benchmark) (5Y) 1.001
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.35%
Historical Sharpe Ratio (5Y) 0.283
Historical Sortino (5Y) 0.3007
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.03%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:FID650.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:FID650.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.