Fidelity Asian Values

10-Year Study

FAS.LSE · Financial Services · GB · Common Stock

Executive Summary: Fidelity Asian Values has compounded at 11.8% annually over the last 10 years, with a maximum drawdown of 33.8% and an annualized volatility of 17.4%.

1Y CAGR
+30.0%
3Y CAGR
+11.3%
5Y CAGR
+8.8%
10Y CAGR
+11.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
33.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +22.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 0.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.47.0-11.35.7————————5.7%
2025-0.4-3.02.5-2.45.12.77.21.13.24.81.4-1.322.2%
2024-4.3-0.41.04.60.8-3.1-2.0-1.84.30.00.71.40.9%
20235.2-5.22.6-1.21.22.80.00.0-1.9-5.74.95.07.2%
20221.4-2.8-1.51.3-2.0-0.22.94.5-5.5-3.311.64.810.4%
20210.70.88.75.1-0.13.7-3.22.9-2.60.2-1.5-1.413.5%
2020-7.3-7.7-15.77.5-5.06.64.42.71.02.614.24.43.9%
20192.4-0.22.91.6-2.74.22.8-4.3-3.2-3.2-0.42.82.2%
2018-2.0-0.50.04.70.51.70.7-0.2-2.9-3.88.10.15.9%
20174.40.08.80.21.2-2.5-1.00.4-4.23.1-0.34.014.5%
2016———3.3-1.311.27.51.63.38.7-5.64.336.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 35.5% of variance. Idiosyncratic stock-specific factors contribute 17.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110330.740623435038
2016-05-0110194.553595861324
2016-06-0111332.68454394724
2016-07-0112178.987545887245
2016-08-0112373.54114174857
2016-09-0112782.102224469705
2016-10-0113891.052336057892
2016-11-0113113.939393346025
2016-12-0113675.541994508461
2017-01-0114276.55659275918
2017-02-0114276.55659275918
2017-03-0115537.701337246956
2017-04-0115572.188670433758
2017-05-0115754.459978294275
2017-06-0115360.354693287918
2017-07-0115212.560928029905
2017-08-0115271.681371308401
2017-09-0114631.254775969404
2017-10-0115084.480504254256
2017-11-0115044.544710906075
2017-12-0115653.514158898248
2018-01-0115334.057183865705
2018-02-0115254.190492461494
2018-03-0115254.190492461494
2018-04-0115972.976029222937
2018-05-0116052.837825334998
2018-06-0116332.368797603658
2018-07-0116452.166387063895
2018-08-0116412.230593715718
2018-09-0115933.040235874758
2018-10-0115322.851860137587
2018-11-0116559.216635769215
2018-12-0116579.488040556516
2019-01-0116984.852497504628
2019-02-0116944.31458322217
2019-03-0117430.75486873519
2019-04-0117714.51047812808
2019-05-0117228.07508790721
2019-06-0117957.733068530662
2019-07-0118464.43986353884
2019-08-0117673.97745913777
2019-09-0117106.461345059844
2019-10-0116551.82474462485
2019-11-0116489.679010798525
2019-12-0116945.4258145399
2020-01-0115702.48176626057
2020-02-0114500.976366019037
2020-03-0112222.252137896463
2020-04-0113133.740850087064
2020-05-0112470.839968493901
2020-06-0113299.466070485352
2020-07-0113879.504341879372
2020-08-0114252.388535421598
2020-09-0114397.39687944707
2020-10-0114765.782299504745
2020-11-0116866.087814687737
2020-12-0117608.620413661978
2021-01-0117735.912695401705
2021-02-0117884.416278021265
2021-03-0119433.130064485686
2021-04-0120430.24233164723
2021-05-0120409.02613547525
2021-06-0121172.774930621472
2021-07-0120493.88602487102
2021-08-0121087.915041225704
2021-09-0120536.31841721498
2021-10-0120568.544125429136
2021-11-0120266.0640235679
2021-12-0119985.191741250525
2022-01-0120266.0640235679
2022-02-0119704.31945893315
2022-03-0119401.839357071913
2022-04-0119661.108715137565
2022-05-0119272.20712568516
2022-06-0119228.996381889574
2022-07-0119790.740946524318
2022-08-0120676.57343256417
2022-09-0119531.476483750812
2022-10-0118880.46137149442
2022-11-0121067.56041647188
2022-12-0122071.839391338955
2023-01-0123210.024187638508
2023-02-0122004.886480622717
2023-03-0122585.13524957913
2023-04-0122317.328502006338
2023-05-0122585.13524957913
2023-06-0123210.024187638508
2023-07-0123210.024187638508
2023-08-0123210.024187638508
2023-09-0122763.676344822423
2023-10-0121469.26809018499
2023-11-0122526.323209705995
2023-12-0123653.792211492288
2024-01-0122641.372365782103
2024-02-0122549.331082804354
2024-03-0122779.429394956576
2024-04-0123837.864986863486
2024-05-0124021.94265752683
2024-06-0123285.636870165596
2024-07-0122825.450036445454
2024-08-0122411.274053629884
2024-09-0123377.67815314334
2024-10-0123377.67815314334
2024-11-0123535.40446617084
2024-12-0123866.88917401246
2025-01-0123772.179956813732
2025-02-0123061.853484885054
2025-03-0123630.113683369567
2025-04-0123061.853484885054
2025-05-0124245.726042807375
2025-06-0124908.69545849062
2025-07-0126708.18527114289
2025-08-0126992.31292273907
2025-09-0127844.700772819775
2025-10-0129170.63960418626
2025-11-0129567.564577470202
2025-12-0129175.94120558318
2026-01-0130742.434693131272
2026-02-0132896.3632385099
2026-03-0129175.94120558318
2026-04-0130840.340536103027
Annual Return Matrix
YearAnnual Return
20170.14463574205571206
20180.05915437723815509
20190.02207171735871638
20200.03913708669114868
20210.13496635578245741
20220.10440968878879842
20230.07167290374422053
20240.009008997822202991
20250.22244424033910115
20260.057046979865771785
Total Factor Risk
0.1735761201794522
VTI.US Exposure
0.355421803155635
VEA.US Exposure
0.18005595466605284
VWO.US Exposure
0.23343188127060954
QQQ.US Exposure
-0.06051328561567118
VTV.US Exposure
-0.04220267295178266
IJR.US Exposure
-0.016565531295937477
QUAL.US Exposure
-0.07268066047829569
SHV.US Exposure
0.24750176487815553
TLT.US Exposure
0.024372191957887313
LQD.US Exposure
0.011342213571071824
HYG.US Exposure
-0.01390564384746836
GLD.US Exposure
-0.010334069502311945
USO.US Exposure
0.01027796716242597
VNQ.US Exposure
-0.008232094945644636
BTC-USD.CC Exposure
-0.002277058765965751
CPER.US Exposure
0.007618060836422119
VIX.INDX Exposure
-0.024972276293666523
UUP.US Exposure
-0.00005999742743060501
TIP.US Exposure
0.004900483834458952
Idiosyncratic Exposure
0.17682096979145578
Value Score
47.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →5.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.33%
Market Cap$383.1M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity Asian Values a high-risk investment?

Fidelity Asian Values (FAS.LSE) has an annualized volatility of 17.4% and experienced a maximum drawdown of 33.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FAS.LSE?

Over the past 10 years, FAS.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.8%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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