FDLO
Fidelity Low Volatility Factor ETF
$57.55
-0.10 (-0.17%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 1104.96M |
| 52 Week High | 57.68 |
| 52 Week Low | 47.048 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0015 |
Overview
| 52 Week High | 57.68 |
|---|---|
| 52 Week Low | 47.05 |
| Market Cap | 1,104.96M |
| Shares Outstanding | 19.20M |
| Income Dividend Yield | 1.33% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.33% |
Returns Annualized
| One Day | -35.46% |
|---|---|
| Five Days | 47.28% |
| One Months | 39.15% |
| Three Months | 18.27% |
| Six Months | 21.07% |
| Nine Months | 24.88% |
| One Year | 18.21% |
| Three Years | 7.57% |
| Five Years | 11.31% |
| Ten Years | -999 |
| YTD | 19.22% |
| Since Inception | 13.01% |
Returns Total
| One Day | -0.17% |
|---|---|
| Five Days | 0.77% |
| One Month | 2.65% |
| Three Months | 4.21% |
| Six Months | 9.86% |
| Nine Months | 17.91% |
| One Year | 18.19% |
| Three Years | 24.34% |
| Five Years | 70.66% |
| Ten Years | -999 |
| YTD | 9.48% |
| Since Inception | 159.18% |
Yearly Returns
| 2024 | 9.48% |
|---|---|
| 2023 | 16.39% |
| 2022 | -10.38% |
| 2021 | 24.01% |
| 2020 | 12.23% |
| 2019 | 31.10% |
| 2018 | -0.26% |
| 2017 | 20.43% |
| 2016 | 3.55% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -4.25% |
|---|---|
| Beta | 0.73 |
| Correlation | 94.75% |
| Downside Deviation | 2.12% |
| Coefficient of determination | 89.77% |
| Standard Deviation | 2.49% |
| Sharpe Ratio | -1.22 |
| Sortino | -4.94 |
| Treynor | 17.53 |
| Ulcer Index | 1.97 |
| Ulcer Performance Index | -5.34 |