Fidelity Advisor® Total Intl Equity C (FTCEX)
9.81
+0.13 (+1.34%)
USD |
May 26 2022
FTCEX Max Drawdown (5Y): 33.53% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 33.53% |
| March 31, 2022 | 33.53% |
| February 28, 2022 | 33.53% |
| January 31, 2022 | 33.53% |
| December 31, 2021 | 33.53% |
| November 30, 2021 | 33.53% |
| October 31, 2021 | 33.53% |
| September 30, 2021 | 33.53% |
| August 31, 2021 | 33.53% |
| July 31, 2021 | 33.53% |
| June 30, 2021 | 33.53% |
| May 31, 2021 | 33.53% |
| April 30, 2021 | 33.53% |
| March 31, 2021 | 33.53% |
| February 28, 2021 | 33.53% |
| January 31, 2021 | 33.53% |
| December 31, 2020 | 33.53% |
| November 30, 2020 | 33.53% |
| October 31, 2020 | 33.53% |
| September 30, 2020 | 33.53% |
| August 31, 2020 | 33.53% |
| July 31, 2020 | 33.53% |
| June 30, 2020 | 33.53% |
| May 31, 2020 | 33.53% |
| April 30, 2020 | 33.53% |
| Date | Value |
|---|---|
| March 31, 2020 | 33.53% |
| February 29, 2020 | 24.75% |
| January 31, 2020 | 24.75% |
| December 31, 2019 | 24.75% |
| November 30, 2019 | 24.75% |
| October 31, 2019 | 24.75% |
| September 30, 2019 | 24.75% |
| August 31, 2019 | 24.75% |
| July 31, 2019 | 24.75% |
| June 30, 2019 | 24.75% |
| May 31, 2019 | 24.75% |
| April 30, 2019 | 24.75% |
| March 31, 2019 | 24.75% |
| February 28, 2019 | 24.75% |
| January 31, 2019 | 24.75% |
| December 31, 2018 | 24.75% |
| November 30, 2018 | 21.29% |
| October 31, 2018 | 21.29% |
| September 30, 2018 | 21.29% |
| August 31, 2018 | 21.29% |
| July 31, 2018 | 21.29% |
| June 30, 2018 | 21.29% |
| May 31, 2018 | 21.29% |
| April 30, 2018 | 21.29% |
| March 31, 2018 | 21.29% |
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
21.29%
Minimum
Sep 2017
33.53%
Maximum
Mar 2020
27.79%
Average
24.75%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.034 |
| Beta (5Y) | 0.9945 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.44% |
| Historical Sharpe Ratio (5Y) | 0.3547 |
| Historical Sortino (5Y) | 0.3838 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.41% |