Fidelity® Large Cap Value Index (FLCOX)
15.77
+0.12 (+0.77%)
USD |
Feb 02 2023
FLCOX Max Drawdown (5Y): 38.28% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 38.28% |
December 31, 2022 | 38.28% |
November 30, 2022 | 38.28% |
October 31, 2022 | 38.28% |
September 30, 2022 | 38.28% |
August 31, 2022 | 38.28% |
July 31, 2022 | 38.28% |
June 30, 2022 | 38.28% |
May 31, 2022 | 38.28% |
April 30, 2022 | 38.28% |
March 31, 2022 | 38.28% |
February 28, 2022 | 38.28% |
January 31, 2022 | 38.28% |
December 31, 2021 | 38.28% |
November 30, 2021 | 38.28% |
October 31, 2021 | 38.28% |
September 30, 2021 | 38.28% |
August 31, 2021 | 38.28% |
July 31, 2021 | 38.28% |
June 30, 2021 | 38.28% |
May 31, 2021 | 38.28% |
April 30, 2021 | 38.28% |
March 31, 2021 | 38.28% |
February 28, 2021 | 38.28% |
January 31, 2021 | 38.28% |
Date | Value |
---|---|
December 31, 2020 | 38.28% |
November 30, 2020 | 38.28% |
October 31, 2020 | 38.28% |
September 30, 2020 | 38.28% |
August 31, 2020 | 38.28% |
July 31, 2020 | 38.28% |
June 30, 2020 | 38.28% |
May 31, 2020 | 38.28% |
April 30, 2020 | 38.28% |
March 31, 2020 | 38.28% |
February 29, 2020 | 18.25% |
January 31, 2020 | 18.25% |
December 31, 2019 | 18.25% |
November 30, 2019 | 18.25% |
October 31, 2019 | 18.25% |
September 30, 2019 | 18.25% |
August 31, 2019 | 18.25% |
July 31, 2019 | 18.25% |
June 30, 2019 | 18.25% |
May 31, 2019 | 18.25% |
April 30, 2019 | 18.25% |
March 31, 2019 | 18.25% |
February 28, 2019 | 18.25% |
January 31, 2019 | 18.25% |
December 31, 2018 | 18.25% |
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
10.01%
Minimum
Feb 2018
38.28%
Maximum
Mar 2020
28.63%
Average
38.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.284 |
Beta (5Y) | 0.9594 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2142 |
Beta (vs YCharts Benchmark) (5Y) | 0.9994 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.47% |
Historical Sharpe Ratio (5Y) | 0.3897 |
Historical Sortino (5Y) | 0.4014 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.12% |