Fidelity Real Maximum Drawdown
| FRESX Fund | | | USD 42.45 0.01 0.02% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Fidelity Real's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
With Maximum Drawdown at 4.56, Fidelity Real shows a contained peak-to-trough loss. Fidelity Real's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 4.56 | |
| MAX | = | Maximum notation for the range of returns on Fidelity Real |
Maximum Drawdown Peers Comparison
The peer group averages 6.2 for Maximum Drawdown, with Fidelity Real at 4.56 falling below that level. Readings span 3.12 (Fidelity Value Discovery) to 13.46 (Gold Portfolio Gold). Fidelity Real's shallower drawdown relative to peers indicates more contained historical downside.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Fidelity Real and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Fidelity Real's Maximum Drawdown of
4.56 runs about
1.00 times its Maximum Drawdown of
4.56 . The two measures are closely aligned in magnitude for Fidelity Real.
Methodology, Assumptions & Data Sources
Fidelity Real's Maximum Drawdown currently stands at 4.56. The Maximum Drawdown for Fidelity Real is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Fidelity Real operates in the real estate funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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