Fidelity® Total Bond K6 (FTKFX)
9.25
+0.04 (+0.43%)
USD |
Aug 08 2022
FTKFX Max Drawdown (5Y): 13.23% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 13.23% |
| June 30, 2022 | 13.23% |
| May 31, 2022 | 10.85% |
| April 30, 2022 | 10.16% |
| March 31, 2022 | 10.16% |
| February 28, 2022 | 10.16% |
| January 31, 2022 | 10.16% |
| December 31, 2021 | 10.16% |
| November 30, 2021 | 10.16% |
| October 31, 2021 | 10.16% |
| September 30, 2021 | 10.16% |
| August 31, 2021 | 10.16% |
| July 31, 2021 | 10.16% |
| June 30, 2021 | 10.16% |
| May 31, 2021 | 10.16% |
| April 30, 2021 | 10.16% |
| March 31, 2021 | 10.16% |
| February 28, 2021 | 10.16% |
| January 31, 2021 | 10.16% |
| December 31, 2020 | 10.16% |
| November 30, 2020 | 10.16% |
| October 31, 2020 | 10.16% |
| September 30, 2020 | 10.16% |
| August 31, 2020 | 10.16% |
| July 31, 2020 | 10.16% |
| Date | Value |
|---|---|
| June 30, 2020 | 10.16% |
| May 31, 2020 | 10.16% |
| April 30, 2020 | 10.16% |
| March 31, 2020 | 10.16% |
| February 29, 2020 | 2.78% |
| January 31, 2020 | 2.78% |
| December 31, 2019 | 2.78% |
| November 30, 2019 | 2.78% |
| October 31, 2019 | 2.78% |
| September 30, 2019 | 2.78% |
| August 31, 2019 | 2.78% |
| July 31, 2019 | 2.78% |
| June 30, 2019 | 2.78% |
| May 31, 2019 | 2.78% |
| April 30, 2019 | 2.78% |
| March 31, 2019 | 2.78% |
| February 28, 2019 | 2.78% |
| January 31, 2019 | 2.78% |
| December 31, 2018 | 2.78% |
| November 30, 2018 | 2.78% |
| October 31, 2018 | 2.78% |
| September 30, 2018 | 2.78% |
| August 31, 2018 | 2.78% |
| July 31, 2018 | 2.78% |
| June 30, 2018 | 2.78% |
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
0.92%
Minimum
Aug 2017
13.23%
Maximum
Jun 2022
6.27%
Average
2.78%
Median
May 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Core Plus Bond R6 | 13.14% |
| BlackRock Total Return R | 14.98% |
| TIAA-CREF Core Bond R | 14.20% |
| Franklin Total Return R | 15.40% |
| Fidelity® Total Bond Fund | 13.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.726 |
| Beta (5Y) | 0.9902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.94% |
| Historical Sharpe Ratio (5Y) | 0.2186 |
| Historical Sortino (5Y) | 0.2555 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.29% |