Fidelity Advisor® Energy Z (FIKAX)
41.64
-0.96 (-2.25%)
USD |
Mar 22 2023
FIKAX Max Drawdown (5Y): 72.17% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 72.17% |
January 31, 2023 | 72.17% |
December 31, 2022 | 72.17% |
November 30, 2022 | 72.17% |
October 31, 2022 | 72.17% |
September 30, 2022 | 72.17% |
August 31, 2022 | 72.17% |
July 31, 2022 | 72.17% |
June 30, 2022 | 72.17% |
May 31, 2022 | 72.17% |
April 30, 2022 | 72.17% |
March 31, 2022 | 72.17% |
February 28, 2022 | 72.17% |
January 31, 2022 | 72.17% |
December 31, 2021 | 72.17% |
November 30, 2021 | 72.17% |
October 31, 2021 | 72.17% |
September 30, 2021 | 72.17% |
August 31, 2021 | 72.17% |
July 31, 2021 | 72.17% |
June 30, 2021 | 72.17% |
May 31, 2021 | 72.17% |
April 30, 2021 | 72.17% |
March 31, 2021 | 72.17% |
February 28, 2021 | 72.17% |
Date | Value |
---|---|
January 31, 2021 | 72.17% |
December 31, 2020 | 72.17% |
November 30, 2020 | 72.17% |
October 31, 2020 | 72.17% |
September 30, 2020 | 72.17% |
August 31, 2020 | 72.17% |
July 31, 2020 | 72.17% |
June 30, 2020 | 72.17% |
May 31, 2020 | 72.17% |
April 30, 2020 | 72.17% |
March 31, 2020 | 72.17% |
February 29, 2020 | 50.38% |
January 31, 2020 | 50.38% |
December 31, 2019 | 50.38% |
November 30, 2019 | 50.38% |
October 31, 2019 | 50.38% |
September 30, 2019 | 50.38% |
August 31, 2019 | 50.38% |
July 31, 2019 | 50.38% |
June 30, 2019 | 50.38% |
May 31, 2019 | 50.38% |
April 30, 2019 | 50.38% |
March 31, 2019 | 50.38% |
February 28, 2019 | 50.38% |
January 31, 2019 | 50.38% |
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
50.38%
Minimum
Mar 2018
72.17%
Maximum
Mar 2020
63.46%
Average
72.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BlackRock Energy Opportunities Instl | 65.62% |
Vanguard Energy Index Admiral | 69.49% |
Invesco Energy Y | 76.21% |
Cavanal Hill World Energy Institutional | 57.44% |
Hennessy Energy Transition Instl | 78.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9953 |
Beta (5Y) | 1.468 |
Alpha (vs YCharts Benchmark) (5Y) | -4.322 |
Beta (vs YCharts Benchmark) (5Y) | 0.9977 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.43% |
Historical Sharpe Ratio (5Y) | 0.3778 |
Historical Sortino (5Y) | 0.5024 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.57% |