Fidelity® Extended Market Index (FSMAX)
65.78
+0.45 (+0.69%)
USD |
May 19 2022
FSMAX Max Drawdown (5Y): 41.67% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 41.67% |
March 31, 2022 | 41.67% |
February 28, 2022 | 41.67% |
January 31, 2022 | 41.67% |
December 31, 2021 | 41.67% |
November 30, 2021 | 41.67% |
October 31, 2021 | 41.67% |
September 30, 2021 | 41.67% |
August 31, 2021 | 41.67% |
July 31, 2021 | 41.67% |
June 30, 2021 | 41.67% |
May 31, 2021 | 41.67% |
April 30, 2021 | 41.67% |
March 31, 2021 | 41.67% |
February 28, 2021 | 41.67% |
January 31, 2021 | 41.67% |
December 31, 2020 | 41.67% |
November 30, 2020 | 41.67% |
October 31, 2020 | 41.67% |
September 30, 2020 | 41.67% |
August 31, 2020 | 41.67% |
July 31, 2020 | 41.67% |
June 30, 2020 | 41.67% |
May 31, 2020 | 41.67% |
April 30, 2020 | 41.67% |
Date | Value |
---|---|
March 31, 2020 | 41.67% |
February 29, 2020 | 24.96% |
January 31, 2020 | 24.96% |
December 31, 2019 | 24.96% |
November 30, 2019 | 24.96% |
October 31, 2019 | 24.96% |
September 30, 2019 | 24.96% |
August 31, 2019 | 24.96% |
July 31, 2019 | 24.96% |
June 30, 2019 | 24.96% |
May 31, 2019 | 24.96% |
April 30, 2019 | 24.96% |
March 31, 2019 | 24.96% |
February 28, 2019 | 24.96% |
January 31, 2019 | 24.96% |
December 31, 2018 | 24.96% |
November 30, 2018 | 24.96% |
October 31, 2018 | 24.96% |
September 30, 2018 | 24.96% |
August 31, 2018 | 24.96% |
July 31, 2018 | 24.96% |
June 30, 2018 | 24.96% |
May 31, 2018 | 24.96% |
April 30, 2018 | 24.96% |
March 31, 2018 | 24.96% |
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
24.96%
Minimum
May 2017
41.67%
Maximum
Mar 2020
32.20%
Average
24.96%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.951 |
Beta (5Y) | 1.208 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.60% |
Historical Sharpe Ratio (5Y) | 0.4617 |
Historical Sortino (5Y) | 0.491 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.35% |