Fidelity® Government MMkt Advisor M (FZGXX)
1.00
0.00 (0.00%)
USD |
May 24 2022
FZGXX Max Drawdown (5Y): 0.97% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 0.97% |
March 31, 2022 | 1.00% |
February 28, 2022 | 1.04% |
January 31, 2022 | 1.06% |
December 31, 2021 | 1.09% |
November 30, 2021 | 1.10% |
October 31, 2021 | 1.12% |
September 30, 2021 | 1.13% |
August 31, 2021 | 1.13% |
July 31, 2021 | 1.14% |
June 30, 2021 | 1.14% |
May 31, 2021 | 1.14% |
April 30, 2021 | 1.15% |
March 31, 2021 | 1.15% |
February 28, 2021 | 1.15% |
January 31, 2021 | 1.15% |
December 31, 2020 | 1.15% |
November 30, 2020 | 1.15% |
October 31, 2020 | 1.15% |
September 30, 2020 | 1.15% |
August 31, 2020 | 1.15% |
July 31, 2020 | 1.15% |
June 30, 2020 | 1.15% |
May 31, 2020 | 1.15% |
April 30, 2020 | 1.15% |
Date | Value |
---|---|
March 31, 2020 | 1.15% |
February 29, 2020 | 1.15% |
January 31, 2020 | 1.15% |
December 31, 2019 | 1.15% |
November 30, 2019 | 1.15% |
October 31, 2019 | 1.15% |
September 30, 2019 | 1.15% |
August 31, 2019 | 1.15% |
July 31, 2019 | 1.15% |
June 30, 2019 | 1.15% |
May 31, 2019 | 1.15% |
April 30, 2019 | 1.15% |
March 31, 2019 | 1.15% |
February 28, 2019 | 1.15% |
January 31, 2019 | 1.15% |
December 31, 2018 | 1.15% |
November 30, 2018 | 1.15% |
October 31, 2018 | 1.15% |
September 30, 2018 | 1.15% |
August 31, 2018 | 1.15% |
July 31, 2018 | 1.15% |
June 30, 2018 | 1.15% |
May 31, 2018 | 1.15% |
April 30, 2018 | 1.15% |
March 31, 2018 | 1.15% |
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
0.97%
Minimum
Apr 2022
1.15%
Maximum
May 2017
1.14%
Average
1.15%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4029 |
Beta (5Y) | 0.6909 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.20% |
Historical Sharpe Ratio (5Y) | -1.854 |
Historical Sortino (5Y) | -265.09 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | -0.00% |