Fidelity European Values

10-Year Study

FEV.LSE · Financial Services · GB · Common Stock

Executive Summary: Fidelity European Values has compounded at 11.9% annually over the last 10 years, with a maximum drawdown of 18.4% and an annualized volatility of 21.5%.

1Y CAGR
+3.4%
3Y CAGR
+8.4%
5Y CAGR
+8.8%
10Y CAGR
+11.9%

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 →
18.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -6.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.22.7-13.78.5————————-0.7%
20259.72.3-1.91.84.10.0-1.10.91.35.1-0.9-1.321.1%
20240.02.47.9-0.82.8-1.92.5-2.2-1.4-7.5-1.50.4-0.0%
20235.00.41.45.2-2.7-0.14.1-2.1-3.5-6.18.75.115.3%
2022-6.3-5.51.7-1.51.0-6.35.5-4.5-3.55.512.4-0.6-3.8%
2021-3.8-3.36.85.22.50.53.34.3-5.04.9-1.16.621.7%
2020-2.3-5.5-8.27.97.14.0-1.94.3-0.9-6.511.94.813.1%
20193.94.02.25.21.75.51.0-2.00.51.02.02.430.6%
20181.0-3.1-3.71.91.23.54.90.2-0.2-6.4-1.1-4.6-6.8%
20171.80.73.96.77.9-1.01.31.5-1.22.00.00.326.3%
2016———1.22.1-3.16.71.01.32.1-5.86.612.0%

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 21.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 46.6% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110115.92809722341
2016-05-0110323.369930676969
2016-06-0110006.105500605203
2016-07-0110677.24444009732
2016-08-0110780.96917753787
2016-09-0110921.296352899464
2016-10-0111147.047046741083
2016-11-0110500.307185387146
2016-12-0111195.852844444988
2017-01-0111397.196818720888
2017-02-0111482.612695773374
2017-03-0111929.368756953698
2017-04-0112733.804758469758
2017-05-0113737.796640217137
2017-06-0113594.36704527393
2017-07-0113775.209069457522
2017-08-0113987.235759435634
2017-09-0113812.629140125444
2017-10-0114093.24528371092
2017-11-0114093.24528371092
2017-12-0114136.893117824698
2018-01-0114280.322712767907
2018-02-0113843.806164492426
2018-03-0113334.092381802398
2018-04-0113588.681823183482
2018-05-0113747.799268868213
2018-06-0114225.159247349951
2018-07-0114925.27448007727
2018-08-0114957.101025785234
2018-09-0114925.27448007727
2018-10-0113970.569805968871
2018-11-0113811.45236028414
2018-12-0113174.974936117665
2019-01-0113684.153818879828
2019-02-0114225.159247349951
2019-03-0114540.077759166656
2019-04-0115293.277989020797
2019-05-0115555.256690833954
2019-06-0116406.702754581802
2019-07-0116570.443263928795
2019-08-0116242.969886662348
2019-09-0116316.15947964935
2019-10-0116481.634593048137
2019-11-0116812.592461273245
2019-12-0117209.74037485787
2020-01-0116812.592461273245
2020-02-0115885.916543384968
2020-03-0114588.891198298099
2020-04-0115734.432883813623
2020-05-0116846.291156728737
2020-06-0117520.142802997885
2020-07-0117183.21697986331
2020-08-0117924.45073418836
2020-09-0117763.812644422982
2020-10-0116606.778251885906
2020-11-0118580.536061424853
2020-12-0119465.321673533763
2021-01-0118716.660451638934
2021-02-0118104.115978530644
2021-03-0119327.126456456088
2021-04-0120327.99299433923
2021-05-0120845.684427381984
2021-06-0120949.225770561552
2021-07-0121639.475920333534
2021-08-0122571.325084667016
2021-09-0121435.70197209962
2021-10-0122479.650878458513
2021-11-0122236.065092736368
2021-12-0123697.587448496775
2022-01-0122201.266031714982
2022-02-0120983.329461676713
2022-03-0121341.14694770818
2022-04-0121023.67619909281
2022-05-0121235.32845912142
2022-06-0119894.892164174544
2022-07-0120988.403369563886
2022-08-0120035.991123717766
2022-09-0119328.83813622526
2022-10-0120398.69912337543
2022-11-0122930.709063344373
2022-12-0122788.058894010344
2023-01-0123929.244965827533
2023-02-0124036.232592828062
2023-03-0124373.884351579025
2023-04-0125639.595126603173
2023-05-0124952.493244978054
2023-06-0124916.334009854385
2023-07-0125928.89957330269
2023-08-0125386.449915027326
2023-09-0124495.52823660305
2023-10-0122998.77889987896
2023-11-0125006.609834822902
2023-12-0126284.325292513848
2024-01-0126284.325292513848
2024-02-0126904.92383025027
2024-03-0129023.868763066843
2024-04-0128802.030480126177
2024-05-0129615.437517575287
2024-06-0129060.837989509848
2024-07-0129800.30657407294
2024-08-0129134.7840838234
2024-09-0128737.292305999435
2024-10-0126572.659277915664
2024-11-0126162.131224706874
2024-12-0126274.093421036545
2025-01-0128811.933770219217
2025-02-0129483.71458962477
2025-03-0128910.882615446684
2025-04-0129440.670428286732
2025-05-0130651.592167842424
2025-06-0130651.592167842424
2025-07-0130311.02138377083
2025-08-0130575.911469477083
2025-09-0130985.988678460955
2025-10-0132552.48132435109
2025-11-0132246.824222713993
2025-12-0131826.545707962978
2026-01-0132858.13842598819
2026-02-0133736.90259319485
2026-03-0129113.838930933718
2026-04-0131597.302881735155
Annual Return Matrix
YearAnnual Return
20170.262690150919495
2018-0.0680431105823518
20190.3062446386656388
20200.1310642258131407
20210.217425935514719
2022-0.038380639230181424
20230.1534253713651086
2024-0.00038927655031795183
20250.2113280255934853
2026-0.007202881152461038
Total Factor Risk
0.21495029119766848
VTI.US Exposure
-0.012821980313163705
VEA.US Exposure
0.4656582766639702
VWO.US Exposure
-0.0512121908579772
QQQ.US Exposure
-0.07618013887818445
VTV.US Exposure
-0.04573869556368681
IJR.US Exposure
-0.007770417472118434
QUAL.US Exposure
0.18801345983359055
SHV.US Exposure
0.3796012968495895
TLT.US Exposure
0.04746830074492113
LQD.US Exposure
0.015314940922348884
HYG.US Exposure
-0.01917922539379177
GLD.US Exposure
0.005680004502768818
USO.US Exposure
-0.0037121971048344666
VNQ.US Exposure
0.00514404802001408
BTC-USD.CC Exposure
0.00028748041582504915
CPER.US Exposure
-0.0018413245895586476
VIX.INDX Exposure
0.008778368392339076
UUP.US Exposure
-0.022498071818213502
TIP.US Exposure
0.022215476684225962
Idiosyncratic Exposure
0.10279258896193576
Value Score
47.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.5%

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 →6.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.52%
Market Cap$2.0B
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.580.05%Solid

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 →
+0.7%
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 →
+0.2%
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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity European Values a high-risk investment?

Fidelity European Values (FEV.LSE) has an annualized volatility of 21.5% and experienced a maximum drawdown of 18.4% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FEV.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.9%. It has had a positive return in 60% 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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