Fidelity Special Values

10-Year Study

FSV.LSE · Financial Services · GB · Common Stock

Executive Summary: Fidelity Special Values has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 38.5% and an annualized volatility of 16.1%.

1Y CAGR
+25.8%
3Y CAGR
+20.9%
5Y CAGR
+11.0%
10Y CAGR
+11.2%

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 →
38.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +37.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -9.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.85.0-12.77.7————————3.5%
20253.42.5-2.72.58.93.62.70.13.91.02.14.437.2%
2024-0.2-1.65.52.85.5-2.410.4-3.7-1.9-2.22.61.015.7%
20230.73.0-5.74.8-4.8-3.34.8-2.02.1-6.26.74.53.4%
20220.2-4.10.5-2.91.4-7.24.7-5.6-7.99.26.91.4-5.0%
2021-2.32.510.55.94.5-1.9-1.98.2-5.33.9-3.54.526.7%
2020-5.4-12.4-25.84.91.35.4-7.23.8-3.6-0.333.06.6-9.7%
20198.32.80.83.9-5.45.4-0.2-4.23.81.71.35.225.1%
20181.6-1.92.41.54.5-0.71.8-0.7-0.7-6.2-3.1-7.2-9.2%
2017-1.33.5-4.76.71.7-0.92.01.5-1.32.4-2.46.613.9%
2016———1.32.5-5.93.73.81.30.87.47.924.4%

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 16.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 43.9% of variance. Idiosyncratic stock-specific factors contribute 19.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110133.334983348594
2016-05-0110388.372342444167
2016-06-019771.775388922348
2016-07-0110133.692486655502
2016-08-0110522.415457342979
2016-09-0110656.458572241792
2016-10-0110736.889941231957
2016-11-0111526.408494278572
2016-12-0112436.02753325468
2017-01-0112273.109151259649
2017-02-0112707.55816991307
2017-03-0112110.190769264615
2017-04-0112924.782679239783
2017-05-0113143.43032673052
2017-06-0113020.339188137488
2017-07-0113280.202841876287
2017-08-0113485.354739531338
2017-09-0113307.558719918157
2017-10-0113622.120379613512
2017-11-0113293.877343365426
2017-12-0114170.049197955079
2018-01-0114391.453745947148
2018-02-0114114.698060957062
2018-03-0114446.804882945165
2018-04-0114668.21630600083
2018-05-0115325.967390198359
2018-06-0115214.508859206948
2018-07-0115493.16206174907
2018-08-0115381.703530757657
2018-09-0115270.238124702653
2018-10-0114322.813111021278
2018-11-0113876.972111992034
2018-12-0112872.807198466584
2019-01-0113945.543996281964
2019-02-0114340.757027002499
2019-03-0114453.679946539503
2019-04-0115018.27391903375
2019-05-0114202.066369113913
2019-06-0114970.512852243883
2019-07-0114942.050088963324
2019-08-0114315.910547172562
2019-09-0114856.668674185235
2019-10-0115112.81979358309
2019-11-0115312.045386419824
2019-12-0116106.55523563593
2020-01-0115235.931557366905
2020-02-0113349.579108606755
2020-03-019901.90659263598
2020-04-0110389.451727428479
2020-05-0110520.332313073895
2020-06-0111084.555032134047
2020-07-0110285.239513465498
2020-08-0110673.144351585253
2020-09-0110285.239513465498
2020-10-0110249.977312290139
2020-11-0113635.293001460263
2020-12-0114537.177593892742
2021-01-0114208.824556627147
2021-02-0114567.029120019359
2021-03-0116089.401951968055
2021-04-0117044.616412701816
2021-05-0117805.170322825485
2021-06-0117474.32851253874
2021-07-0117143.49357731559
2021-08-0118557.075402947477
2021-09-0117564.56372221443
2021-10-0118256.318870949555
2021-11-0117624.713653601295
2021-12-0118413.132196472816
2022-01-0118443.664353895274
2022-02-0117680.271042507142
2022-03-0117771.874389838104
2022-04-0117252.765838084
2022-05-0117496.521217821264
2022-06-0116233.565160477734
2022-07-0117003.661658870344
2022-08-0116048.742825871139
2022-09-0114785.793643591203
2022-10-0116141.157430706233
2022-11-0117250.091438345804
2022-12-0117498.267483974225
2023-01-0117623.929896351543
2023-02-0118157.991711423332
2023-03-0117121.287121905876
2023-04-0117938.07905223123
2023-05-0117083.391771373885
2023-06-0116512.88524418851
2023-07-0117305.25694862677
2023-08-0116956.615598694287
2023-09-0117305.25694862677
2023-10-0116227.638855659414
2023-11-0117321.282721865176
2023-12-0118099.76679784288
2024-01-0118067.33024780479
2024-02-0117775.401297462002
2024-03-0118748.50467366823
2024-04-0119267.49634934123
2024-05-0120325.362384602053
2024-06-0119833.623461017014
2024-07-0121898.940690201383
2024-08-0121079.371234183916
2024-09-0120685.973220252286
2024-10-0120227.014599885046
2024-11-0120744.239384214303
2024-12-0120944.99124116898
2025-01-0121647.615865446754
2025-02-0122182.949567283496
2025-03-0121580.70087148306
2025-04-0122116.0345733198
2025-05-0124092.57410631048
2025-06-0124971.12473290378
2025-07-0125646.92973410004
2025-08-0125680.72067166621
2025-09-0126694.4350485242
2025-10-0126964.755673989985
2025-11-0127534.62969532468
2025-12-0128737.76582433387
2026-01-0130112.778543201523
2026-02-0131625.292533955937
2026-03-0127603.38033126806
2026-04-0129734.650045512917
Annual Return Matrix
YearAnnual Return
20170.13943533496235205
2018-0.09154816482046535
20190.2512076804470862
2020-0.09743719987194532
20210.26662359853183704
2022-0.0496854474695968
20230.03437479249985964
20240.15719674596388655
20250.3720590996403763
20260.0346889952153111
Total Factor Risk
0.1614686099939158
VTI.US Exposure
-0.15821701830296248
VEA.US Exposure
0.43871866354462125
VWO.US Exposure
0.09941193562848091
QQQ.US Exposure
0.08240472238969568
VTV.US Exposure
0.1407178593715838
IJR.US Exposure
0.05405969050998304
QUAL.US Exposure
-0.09922144771852849
SHV.US Exposure
0.011459689749800203
TLT.US Exposure
-0.00219495870737971
LQD.US Exposure
-0.039023406729958146
HYG.US Exposure
0.2553410638625755
GLD.US Exposure
0.003364662866648828
USO.US Exposure
0.015852475772271703
VNQ.US Exposure
0.04260236070589903
BTC-USD.CC Exposure
-0.001690400444160247
CPER.US Exposure
-0.038685606372596375
VIX.INDX Exposure
-0.0038104296062055594
UUP.US Exposure
-0.0017762632684009422
TIP.US Exposure
0.0033617210365766647
Idiosyncratic Exposure
0.19732468571205516
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.1%

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 →8.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.48%
Market Cap$1.3B
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 →
+0.5%
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 →
+7.7%
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 →
6.0% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity Special Values a high-risk investment?

Fidelity Special Values (FSV.LSE) has an annualized volatility of 16.1% and experienced a maximum drawdown of 38.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FSV.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.2%. It has had a positive return in 70% 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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