FDLO
Fidelity Low Volatility Factor ETF
$54.27
-0.25 (-0.46%)
Currency in USD / Last Updated: 4/25/2024
Category | Large Cap |
---|---|
Market Cap | 990.428M |
52 Week High | 56.18 |
52 Week Low | 46.942 |
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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 | 56.18 |
---|---|
52 Week Low | 46.94 |
Market Cap | 990.43M |
Shares Outstanding | 18.25M |
Income Dividend Yield | 1.35% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 1.35% |
Returns Annualized
One Day | -68.63% |
---|---|
Five Days | 67.18% |
One Months | -24.40% |
Three Months | 1.29% |
Six Months | 27.49% |
Nine Months | 9.90% |
One Year | 14.95% |
Three Years | 6.93% |
Five Years | 10.98% |
Ten Years | -999 |
YTD | 9.36% |
Since Inception | 12.45% |
Returns Total
One Day | -0.46% |
---|---|
Five Days | 1.02% |
One Month | -2.41% |
Three Months | 0.32% |
Six Months | 12.79% |
Nine Months | 7.37% |
One Year | 14.93% |
Three Years | 22.23% |
Five Years | 68.22% |
Ten Years | -999 |
YTD | 2.88% |
Since Inception | 143.54% |
Yearly Returns
2024 | 2.88% |
---|---|
2023 | 16.39% |
2022 | -10.38% |
2021 | 24.00% |
2020 | 12.23% |
2019 | 31.10% |
2018 | -0.26% |
2017 | 20.43% |
2016 | 3.55% |
2015 | 0.00% |
Risk against SP-DA
Alpha | -5.96% |
---|---|
Beta | 0.75 |
Correlation | 96.84% |
Downside Deviation | 1.98% |
Coefficient of determination | 93.78% |
Standard Deviation | 2.65% |
Sharpe Ratio | -1.2 |
Sortino | -5.55 |
Treynor | 12.68 |
Ulcer Index | 1.91 |
Ulcer Performance Index | -5.77 |