Fidelity® Mid Cap Enhanced Index (FMEIX)
15.78
+0.01 (+0.06%)
USD |
May 20 2022
FMEIX Max Drawdown (5Y): 40.10% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.10% |
| March 31, 2022 | 40.10% |
| February 28, 2022 | 40.10% |
| January 31, 2022 | 40.10% |
| December 31, 2021 | 40.10% |
| November 30, 2021 | 40.10% |
| October 31, 2021 | 40.10% |
| September 30, 2021 | 40.10% |
| August 31, 2021 | 40.10% |
| July 31, 2021 | 40.10% |
| June 30, 2021 | 40.10% |
| May 31, 2021 | 40.10% |
| April 30, 2021 | 40.10% |
| March 31, 2021 | 40.10% |
| February 28, 2021 | 40.10% |
| January 31, 2021 | 40.10% |
| December 31, 2020 | 40.10% |
| November 30, 2020 | 40.10% |
| October 31, 2020 | 40.10% |
| September 30, 2020 | 40.10% |
| August 31, 2020 | 40.10% |
| July 31, 2020 | 40.10% |
| June 30, 2020 | 40.10% |
| May 31, 2020 | 40.10% |
| April 30, 2020 | 40.10% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.10% |
| February 29, 2020 | 21.87% |
| January 31, 2020 | 21.87% |
| December 31, 2019 | 21.87% |
| November 30, 2019 | 21.87% |
| October 31, 2019 | 21.87% |
| September 30, 2019 | 21.87% |
| August 31, 2019 | 21.87% |
| July 31, 2019 | 21.87% |
| June 30, 2019 | 21.87% |
| May 31, 2019 | 21.87% |
| April 30, 2019 | 21.87% |
| March 31, 2019 | 21.87% |
| February 28, 2019 | 21.87% |
| January 31, 2019 | 21.87% |
| December 31, 2018 | 21.87% |
| November 30, 2018 | 19.75% |
| October 31, 2018 | 19.75% |
| September 30, 2018 | 19.75% |
| August 31, 2018 | 19.75% |
| July 31, 2018 | 19.75% |
| June 30, 2018 | 19.75% |
| May 31, 2018 | 19.75% |
| April 30, 2018 | 19.75% |
| March 31, 2018 | 19.75% |
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
19.75%
Minimum
May 2017
40.10%
Maximum
Mar 2020
29.10%
Average
21.87%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Parnassus Mid-Cap | 37.39% |
| iShares Russell Mid-Cap Index Inv A | 40.27% |
| Thrivent Mid Cap Stock S | 40.66% |
| Touchstone Mid Cap Y | 35.54% |
| Fidelity® Mid Cap Index | 40.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.828 |
| Beta (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.18% |
| Historical Sharpe Ratio (5Y) | 0.5334 |
| Historical Sortino (5Y) | 0.524 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.88% |