Fidelity® Real Estate Index (FSRNX)
14.80
+0.33 (+2.28%)
USD |
Mar 31 2023
FSRNX Max Drawdown (5Y): 44.26% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 44.26% |
| February 28, 2023 | 44.26% |
| January 31, 2023 | 44.26% |
| December 31, 2022 | 44.26% |
| November 30, 2022 | 44.26% |
| October 31, 2022 | 44.26% |
| September 30, 2022 | 44.26% |
| August 31, 2022 | 44.26% |
| July 31, 2022 | 44.26% |
| June 30, 2022 | 44.26% |
| May 31, 2022 | 44.26% |
| April 30, 2022 | 44.26% |
| March 31, 2022 | 44.26% |
| February 28, 2022 | 44.26% |
| January 31, 2022 | 44.26% |
| December 31, 2021 | 44.26% |
| November 30, 2021 | 44.26% |
| October 31, 2021 | 44.26% |
| September 30, 2021 | 44.26% |
| August 31, 2021 | 44.26% |
| July 31, 2021 | 44.26% |
| June 30, 2021 | 44.26% |
| May 31, 2021 | 44.26% |
| April 30, 2021 | 44.26% |
| March 31, 2021 | 44.26% |
| Date | Value |
|---|---|
| February 28, 2021 | 44.26% |
| January 31, 2021 | 44.26% |
| December 31, 2020 | 44.26% |
| November 30, 2020 | 44.26% |
| October 31, 2020 | 44.26% |
| September 30, 2020 | 44.26% |
| August 31, 2020 | 44.26% |
| July 31, 2020 | 44.26% |
| June 30, 2020 | 44.26% |
| May 31, 2020 | 44.26% |
| April 30, 2020 | 44.26% |
| March 31, 2020 | 44.26% |
| February 29, 2020 | 16.53% |
| January 31, 2020 | 16.53% |
| December 31, 2019 | 16.53% |
| November 30, 2019 | 16.53% |
| October 31, 2019 | 16.53% |
| September 30, 2019 | 16.53% |
| August 31, 2019 | 16.53% |
| July 31, 2019 | 16.53% |
| June 30, 2019 | 16.53% |
| May 31, 2019 | 16.53% |
| April 30, 2019 | 16.53% |
| March 31, 2019 | 16.53% |
| February 28, 2019 | 16.53% |
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
16.53%
Minimum
Jul 2018
44.26%
Maximum
Mar 2020
33.69%
Average
44.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fidelity® SAI Real Estate Index | 44.22% |
| Fidelity® Real Estate Investment Port | 40.93% |
| Terra Firma US Concntr Rlty Eq Open | 42.78% |
| T. Rowe Price Real Estate | 42.28% |
| Fidelity® Real Estate Income | 34.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.295 |
| Beta (5Y) | 0.9826 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.393 |
| Beta (vs YCharts Benchmark) (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.87% |
| Historical Sharpe Ratio (5Y) | 0.192 |
| Historical Sortino (5Y) | 0.1969 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.93% |