Fidelity® Government MMkt (SPAXX)
1.00
0.00 (0.00%)
USD |
Jun 29 2022
SPAXX Max Drawdown (5Y): 0.01% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 0.01% |
April 30, 2022 | 0.01% |
March 31, 2022 | 0.01% |
February 28, 2022 | 0.01% |
January 31, 2022 | 0.01% |
December 31, 2021 | 0.01% |
November 30, 2021 | 0.01% |
October 31, 2021 | 0.01% |
September 30, 2021 | 0.01% |
August 31, 2021 | 0.01% |
July 31, 2021 | 0.01% |
June 30, 2021 | 0.01% |
May 31, 2021 | 0.01% |
April 30, 2021 | 0.01% |
March 31, 2021 | 0.01% |
February 28, 2021 | 0.01% |
January 31, 2021 | 0.01% |
December 31, 2020 | 0.01% |
November 30, 2020 | 0.01% |
October 31, 2020 | 0.01% |
September 30, 2020 | 0.01% |
August 31, 2020 | 0.01% |
July 31, 2020 | 0.01% |
June 30, 2020 | 0.01% |
May 31, 2020 | 0.01% |
Date | Value |
---|---|
April 30, 2020 | 0.01% |
March 31, 2020 | 0.01% |
February 29, 2020 | 0.01% |
January 31, 2020 | 0.01% |
December 31, 2019 | 0.01% |
November 30, 2019 | 0.01% |
October 31, 2019 | 0.01% |
September 30, 2019 | 0.01% |
August 31, 2019 | 0.01% |
July 31, 2019 | 0.01% |
June 30, 2019 | 0.01% |
May 31, 2019 | 0.01% |
April 30, 2019 | 0.01% |
March 31, 2019 | 0.00% |
February 28, 2019 | 0.00% |
January 31, 2019 | 0.00% |
December 31, 2018 | 0.00% |
November 30, 2018 | 0.00% |
October 31, 2018 | 0.00% |
September 30, 2018 | 0.00% |
August 31, 2018 | 0.00% |
July 31, 2018 | 0.00% |
June 30, 2018 | 0.00% |
May 31, 2018 | 0.00% |
April 30, 2018 | 0.00% |
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
--
Minimum
Jun 2017
0.01%
Maximum
Jul 2019
0.00%
Average
0.01%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2513 |
Beta (5Y) | 0.8157 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.23% |
Historical Sharpe Ratio (5Y) | -0.9058 |
Historical Sortino (5Y) | -91.77 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | -0.00% |