Fidelity US Equity Private Pool Cl B (FID9012)
36.29
+0.44 (+1.24%)
CAD |
Mar 31 2023
FID9012 Max Drawdown (5Y): 27.59% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 27.59% |
January 31, 2023 | 27.59% |
December 31, 2022 | 27.59% |
November 30, 2022 | 27.59% |
October 31, 2022 | 27.59% |
September 30, 2022 | 27.59% |
August 31, 2022 | 27.59% |
July 31, 2022 | 27.59% |
June 30, 2022 | 27.59% |
May 31, 2022 | 27.59% |
April 30, 2022 | 27.59% |
March 31, 2022 | 27.59% |
February 28, 2022 | 27.59% |
January 31, 2022 | 27.59% |
December 31, 2021 | 27.59% |
November 30, 2021 | 27.59% |
October 31, 2021 | 27.59% |
September 30, 2021 | 27.59% |
August 31, 2021 | 27.59% |
July 31, 2021 | 27.59% |
June 30, 2021 | 27.59% |
May 31, 2021 | 27.59% |
April 30, 2021 | 27.59% |
March 31, 2021 | 27.59% |
February 28, 2021 | 27.59% |
Date | Value |
---|---|
January 31, 2021 | 27.59% |
December 31, 2020 | 27.59% |
November 30, 2020 | 27.59% |
October 31, 2020 | 27.59% |
September 30, 2020 | 27.59% |
August 31, 2020 | 27.59% |
July 31, 2020 | 27.59% |
June 30, 2020 | 27.59% |
May 31, 2020 | 27.59% |
April 30, 2020 | 27.59% |
March 31, 2020 | 27.59% |
February 29, 2020 | 18.03% |
January 31, 2020 | 18.03% |
December 31, 2019 | 18.03% |
November 30, 2019 | 18.03% |
October 31, 2019 | 18.03% |
September 30, 2019 | 18.03% |
August 31, 2019 | 18.03% |
July 31, 2019 | 18.03% |
June 30, 2019 | 18.03% |
May 31, 2019 | 18.03% |
April 30, 2019 | 18.03% |
March 31, 2019 | 18.03% |
February 28, 2019 | 18.03% |
January 31, 2019 | 18.03% |
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
14.83%
Minimum
Apr 2018
27.59%
Maximum
Mar 2020
23.43%
Average
27.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6756 |
Beta (5Y) | 0.8608 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2619 |
Beta (vs YCharts Benchmark) (5Y) | 0.7611 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.51% |
Historical Sharpe Ratio (5Y) | 0.533 |
Historical Sortino (5Y) | 0.6483 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.06% |