Fidelity Advisor® Mid Cap II I (FIIMX)
19.11
-0.16 (-0.83%)
USD |
Jun 30 2022
FIIMX Max Drawdown (5Y): 42.29% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 42.29% |
| May 31, 2022 | 42.29% |
| April 30, 2022 | 42.29% |
| March 31, 2022 | 42.29% |
| February 28, 2022 | 42.29% |
| January 31, 2022 | 42.29% |
| December 31, 2021 | 42.29% |
| November 30, 2021 | 42.29% |
| October 31, 2021 | 42.29% |
| September 30, 2021 | 42.29% |
| August 31, 2021 | 42.29% |
| July 31, 2021 | 42.29% |
| June 30, 2021 | 42.29% |
| May 31, 2021 | 42.29% |
| April 30, 2021 | 42.29% |
| March 31, 2021 | 42.29% |
| February 28, 2021 | 42.29% |
| January 31, 2021 | 42.29% |
| December 31, 2020 | 42.29% |
| November 30, 2020 | 42.29% |
| October 31, 2020 | 42.29% |
| September 30, 2020 | 42.29% |
| August 31, 2020 | 42.29% |
| July 31, 2020 | 42.29% |
| June 30, 2020 | 42.29% |
| Date | Value |
|---|---|
| May 31, 2020 | 42.29% |
| April 30, 2020 | 42.29% |
| March 31, 2020 | 42.29% |
| February 29, 2020 | 24.82% |
| January 31, 2020 | 24.82% |
| December 31, 2019 | 24.82% |
| November 30, 2019 | 24.82% |
| October 31, 2019 | 24.82% |
| September 30, 2019 | 24.82% |
| August 31, 2019 | 24.82% |
| July 31, 2019 | 24.82% |
| June 30, 2019 | 24.82% |
| May 31, 2019 | 24.82% |
| April 30, 2019 | 24.82% |
| March 31, 2019 | 24.82% |
| February 28, 2019 | 24.82% |
| January 31, 2019 | 24.82% |
| December 31, 2018 | 24.82% |
| November 30, 2018 | 21.82% |
| October 31, 2018 | 21.82% |
| September 30, 2018 | 21.82% |
| August 31, 2018 | 21.82% |
| July 31, 2018 | 21.82% |
| June 30, 2018 | 21.82% |
| May 31, 2018 | 21.82% |
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
21.82%
Minimum
Jul 2017
42.29%
Maximum
Mar 2020
32.13%
Average
24.82%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Lord Abbett Value Opportunities I | 39.06% |
| Voya Index Plus MidCap Port I | 43.76% |
| JPMorgan SMID Cap Equity I | 41.30% |
| Touchstone Mid Cap Institutional | 35.55% |
| Calvert Mid-Cap I | 37.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.354 |
| Beta (5Y) | 1.147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.59% |
| Historical Sharpe Ratio (5Y) | 0.3429 |
| Historical Sortino (5Y) | 0.3557 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.85% |