Fidelity® SAI Intl Low Volatil Idx (FSKLX)
10.15
-0.10 (-0.98%)
USD |
Aug 05 2022
FSKLX Max Drawdown (5Y): 27.26% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 27.26% |
June 30, 2022 | 27.26% |
May 31, 2022 | 27.26% |
April 30, 2022 | 27.26% |
March 31, 2022 | 27.26% |
February 28, 2022 | 27.26% |
January 31, 2022 | 27.26% |
December 31, 2021 | 27.26% |
November 30, 2021 | 27.26% |
October 31, 2021 | 27.26% |
September 30, 2021 | 27.26% |
August 31, 2021 | 27.26% |
July 31, 2021 | 27.26% |
June 30, 2021 | 27.26% |
May 31, 2021 | 27.26% |
April 30, 2021 | 27.26% |
March 31, 2021 | 27.26% |
February 28, 2021 | 27.26% |
January 31, 2021 | 27.26% |
December 31, 2020 | 27.26% |
November 30, 2020 | 27.26% |
October 31, 2020 | 27.26% |
September 30, 2020 | 27.26% |
August 31, 2020 | 27.26% |
July 31, 2020 | 27.26% |
Date | Value |
---|---|
June 30, 2020 | 27.26% |
May 31, 2020 | 27.26% |
April 30, 2020 | 27.26% |
March 31, 2020 | 27.26% |
February 29, 2020 | 14.00% |
January 31, 2020 | 14.00% |
December 31, 2019 | 14.00% |
November 30, 2019 | 14.00% |
October 31, 2019 | 14.00% |
September 30, 2019 | 14.00% |
August 31, 2019 | 14.00% |
July 31, 2019 | 14.00% |
June 30, 2019 | 14.00% |
May 31, 2019 | 14.00% |
April 30, 2019 | 14.00% |
March 31, 2019 | 14.00% |
February 28, 2019 | 14.00% |
January 31, 2019 | 14.00% |
December 31, 2018 | 14.00% |
November 30, 2018 | 14.00% |
October 31, 2018 | 14.00% |
September 30, 2018 | 14.00% |
August 31, 2018 | 14.00% |
July 31, 2018 | 14.00% |
June 30, 2018 | 14.00% |
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
14.00%
Minimum
Aug 2017
27.26%
Maximum
Mar 2020
20.41%
Average
14.00%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3527 |
Beta (5Y) | 0.6544 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.85% |
Historical Sharpe Ratio (5Y) | 0.1494 |
Historical Sortino (5Y) | 0.1474 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.32% |