Fidelity Emerging Markets Sr B (USD) (FID776)
13.86
+0.04 (+0.31%)
USD |
May 25 2022
FID776 Max Drawdown (5Y): 32.36% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 32.36% |
March 31, 2022 | 32.36% |
February 28, 2022 | 32.36% |
January 31, 2022 | 32.36% |
December 31, 2021 | 32.36% |
November 30, 2021 | 32.36% |
October 31, 2021 | 32.36% |
September 30, 2021 | 32.36% |
August 31, 2021 | 32.36% |
July 31, 2021 | 32.36% |
June 30, 2021 | 32.36% |
May 31, 2021 | 32.36% |
April 30, 2021 | 32.36% |
March 31, 2021 | 32.36% |
February 28, 2021 | 32.36% |
January 31, 2021 | 32.36% |
December 31, 2020 | 34.15% |
November 30, 2020 | 40.98% |
October 31, 2020 | 41.40% |
September 30, 2020 | 41.40% |
August 31, 2020 | 41.40% |
July 31, 2020 | 41.40% |
June 30, 2020 | 41.40% |
May 31, 2020 | 41.40% |
April 30, 2020 | 41.40% |
Date | Value |
---|---|
March 31, 2020 | 41.40% |
February 29, 2020 | 41.40% |
January 31, 2020 | 41.40% |
December 31, 2019 | 41.40% |
November 30, 2019 | 41.40% |
October 31, 2019 | 41.40% |
September 30, 2019 | 41.40% |
August 31, 2019 | 41.40% |
July 31, 2019 | 41.40% |
June 30, 2019 | 41.40% |
May 31, 2019 | 41.40% |
April 30, 2019 | 41.40% |
March 31, 2019 | 41.40% |
February 28, 2019 | 41.40% |
January 31, 2019 | 41.40% |
December 31, 2018 | 41.40% |
November 30, 2018 | 41.40% |
October 31, 2018 | 41.40% |
September 30, 2018 | 41.40% |
August 31, 2018 | 41.40% |
July 31, 2018 | 41.40% |
June 30, 2018 | 41.40% |
May 31, 2018 | 41.40% |
April 30, 2018 | 41.40% |
March 31, 2018 | 41.40% |
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
32.36%
Minimum
Jan 2021
41.40%
Maximum
May 2017
38.86%
Average
41.40%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.734 |
Beta (5Y) | 0.8314 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.99% |
Historical Sharpe Ratio (5Y) | 0.3119 |
Historical Sortino (5Y) | 0.4099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.45% |