Fidelity Advisor® Value I (FVIFX)
32.72
-0.21 (-0.64%)
USD |
Sep 16 2021
FVIFX Max Drawdown (5Y): 48.52% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 48.52% |
| July 31, 2021 | 48.52% |
| June 30, 2021 | 48.52% |
| May 31, 2021 | 48.52% |
| April 30, 2021 | 48.52% |
| March 31, 2021 | 48.52% |
| February 28, 2021 | 48.52% |
| January 31, 2021 | 48.52% |
| December 31, 2020 | 48.52% |
| November 30, 2020 | 48.52% |
| October 31, 2020 | 48.52% |
| September 30, 2020 | 48.52% |
| August 31, 2020 | 48.52% |
| July 31, 2020 | 48.52% |
| June 30, 2020 | 48.52% |
| May 31, 2020 | 48.52% |
| April 30, 2020 | 48.52% |
| March 31, 2020 | 48.52% |
| February 29, 2020 | 25.13% |
| January 31, 2020 | 25.13% |
| December 31, 2019 | 25.13% |
| November 30, 2019 | 25.13% |
| October 31, 2019 | 25.13% |
| September 30, 2019 | 25.13% |
| August 31, 2019 | 25.13% |
| Date | Value |
|---|---|
| July 31, 2019 | 25.13% |
| June 30, 2019 | 25.13% |
| May 31, 2019 | 25.13% |
| April 30, 2019 | 25.13% |
| March 31, 2019 | 25.13% |
| February 28, 2019 | 25.13% |
| January 31, 2019 | 25.13% |
| December 31, 2018 | 25.13% |
| November 30, 2018 | 24.02% |
| October 31, 2018 | 24.02% |
| September 30, 2018 | 24.02% |
| August 31, 2018 | 24.02% |
| July 31, 2018 | 24.02% |
| June 30, 2018 | 24.02% |
| May 31, 2018 | 24.02% |
| April 30, 2018 | 24.02% |
| March 31, 2018 | 24.02% |
| February 28, 2018 | 24.02% |
| January 31, 2018 | 24.02% |
| December 31, 2017 | 24.02% |
| November 30, 2017 | 24.02% |
| October 31, 2017 | 24.02% |
| September 30, 2017 | 24.02% |
| August 31, 2017 | 24.02% |
| July 31, 2017 | 24.02% |
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
24.02%
Minimum
Oct 2016
48.52%
Maximum
Mar 2020
31.69%
Average
25.13%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.09 |
| Beta (5Y) | 1.374 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.36% |
| Historical Sharpe Ratio (5Y) | 0.6203 |
| Historical Sortino (5Y) | 0.5636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.89% |