Fidelity® Series Value Discovery (FNKLX)
15.01
+0.02 (+0.13%)
USD |
May 20 2022
FNKLX Max Drawdown (5Y): 37.30% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 37.30% |
| March 31, 2022 | 37.30% |
| February 28, 2022 | 37.30% |
| January 31, 2022 | 37.30% |
| December 31, 2021 | 37.30% |
| November 30, 2021 | 37.30% |
| October 31, 2021 | 37.30% |
| September 30, 2021 | 37.30% |
| August 31, 2021 | 37.30% |
| July 31, 2021 | 37.30% |
| June 30, 2021 | 37.30% |
| May 31, 2021 | 37.30% |
| April 30, 2021 | 37.30% |
| March 31, 2021 | 37.30% |
| February 28, 2021 | 37.30% |
| January 31, 2021 | 37.30% |
| December 31, 2020 | 37.30% |
| November 30, 2020 | 37.30% |
| October 31, 2020 | 37.30% |
| September 30, 2020 | 37.30% |
| August 31, 2020 | 37.30% |
| July 31, 2020 | 37.30% |
| June 30, 2020 | 37.30% |
| May 31, 2020 | 37.30% |
| April 30, 2020 | 37.30% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.30% |
| February 29, 2020 | 18.07% |
| January 31, 2020 | 18.07% |
| December 31, 2019 | 18.07% |
| November 30, 2019 | 18.07% |
| October 31, 2019 | 18.07% |
| September 30, 2019 | 18.07% |
| August 31, 2019 | 18.07% |
| July 31, 2019 | 18.07% |
| June 30, 2019 | 18.07% |
| May 31, 2019 | 18.07% |
| April 30, 2019 | 18.07% |
| March 31, 2019 | 18.07% |
| February 28, 2019 | 18.07% |
| January 31, 2019 | 18.07% |
| December 31, 2018 | 18.07% |
| November 30, 2018 | 16.54% |
| October 31, 2018 | 16.54% |
| September 30, 2018 | 16.54% |
| August 31, 2018 | 16.54% |
| July 31, 2018 | 16.54% |
| June 30, 2018 | 16.54% |
| May 31, 2018 | 16.54% |
| April 30, 2018 | 16.54% |
| March 31, 2018 | 16.54% |
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
16.54%
Minimum
May 2017
37.30%
Maximum
Mar 2020
25.92%
Average
18.07%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.61 |
| Beta (5Y) | 0.9022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.67% |
| Historical Sharpe Ratio (5Y) | 0.578 |
| Historical Sortino (5Y) | 0.5631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.43% |