Fidelity® Value Discovery K (FVDKX)
37.29
+0.58 (+1.58%)
USD |
Aug 12 2022
FVDKX Max Drawdown (5Y): 37.71% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 37.71% |
| June 30, 2022 | 37.71% |
| May 31, 2022 | 37.71% |
| April 30, 2022 | 37.71% |
| March 31, 2022 | 37.71% |
| February 28, 2022 | 37.71% |
| January 31, 2022 | 37.71% |
| December 31, 2021 | 37.71% |
| November 30, 2021 | 37.71% |
| October 31, 2021 | 37.71% |
| September 30, 2021 | 37.71% |
| August 31, 2021 | 37.71% |
| July 31, 2021 | 37.71% |
| June 30, 2021 | 37.71% |
| May 31, 2021 | 37.71% |
| April 30, 2021 | 37.71% |
| March 31, 2021 | 37.71% |
| February 28, 2021 | 37.71% |
| January 31, 2021 | 37.71% |
| December 31, 2020 | 37.71% |
| November 30, 2020 | 37.71% |
| October 31, 2020 | 37.71% |
| September 30, 2020 | 37.71% |
| August 31, 2020 | 37.71% |
| July 31, 2020 | 37.71% |
| Date | Value |
|---|---|
| June 30, 2020 | 37.71% |
| May 31, 2020 | 37.71% |
| April 30, 2020 | 37.71% |
| March 31, 2020 | 37.71% |
| February 29, 2020 | 18.20% |
| January 31, 2020 | 18.20% |
| December 31, 2019 | 18.20% |
| November 30, 2019 | 18.20% |
| October 31, 2019 | 18.20% |
| September 30, 2019 | 18.20% |
| August 31, 2019 | 18.20% |
| July 31, 2019 | 18.20% |
| June 30, 2019 | 18.20% |
| May 31, 2019 | 18.20% |
| April 30, 2019 | 18.20% |
| March 31, 2019 | 18.20% |
| February 28, 2019 | 18.20% |
| January 31, 2019 | 18.20% |
| December 31, 2018 | 18.20% |
| November 30, 2018 | 16.33% |
| October 31, 2018 | 16.33% |
| September 30, 2018 | 16.33% |
| August 31, 2018 | 16.33% |
| July 31, 2018 | 16.33% |
| June 30, 2018 | 16.33% |
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
16.33%
Minimum
Aug 2017
37.71%
Maximum
Mar 2020
27.13%
Average
18.20%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Quality Value R6 | 36.40% |
| JPMorgan U.S. Applied Data Sci Val R6 | 38.86% |
| PGIM Quant Solutions Large-Cap Val R6 | 47.76% |
| PGIM Jennison Value R6 | 38.26% |
| BlackRock Advantage Large Cap Val K | 37.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.862 |
| Beta (5Y) | 0.8806 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.19% |
| Historical Sharpe Ratio (5Y) | 0.4961 |
| Historical Sortino (5Y) | 0.4998 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.31% |