Summary
FHEQ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.68% Volatility 11.08% Sharpe 0.72
Official loaded data — not a live quote.

FIDELITY HEDGED EQUITY ETF

Symbol: FHEQ

Exchange: BATS

Sector: Technology

Category: Equity Hedged

Inception date: 09/04/2024

Latest date: 03/06/2026

Current price: $33.53

Expense ratio: 0.48%

Assets under management
$829.5M
-0.50% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

4.59%

Ann. -33.71% (Sharpe / Sortino numerator)

Volatility

9.69%

Sharpe ratio

-3.853

VaR 95%

-0.97%

CVaR 95%: -1.04%
Max drawdown: -5.64%
Sortino ratio: -7.437
Calmar ratio: -5.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.94%

Ann. -17.05% (Sharpe / Sortino numerator)

Volatility

9.26%

Sharpe ratio

-2.234

VaR 95%

-0.99%

CVaR 95%: -1.21%
Max drawdown: -7.96%
Sortino ratio: -3.483
Calmar ratio: -2.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.06%

Ann. -7.78% (Sharpe / Sortino numerator)

Volatility

10.02%

Sharpe ratio

-1.138

VaR 95%

-1.08%

CVaR 95%: -1.44%
Max drawdown: -7.96%
Sortino ratio: -1.598
Calmar ratio: -0.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.68%

Ann. 11.58% (Sharpe / Sortino numerator)

Volatility

11.08%

Sharpe ratio

0.717

VaR 95%

-1.08%

CVaR 95%: -1.56%
Max drawdown: -7.96%
Sortino ratio: 1.029
Calmar ratio: 1.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

35.20%

Ann. 14.79% (Sharpe / Sortino numerator)

Volatility

10.61%

Sharpe ratio

1.053

VaR 95%

-1.04%

CVaR 95%: -1.44%
Max drawdown: -11.12%
Sortino ratio: 1.556
Calmar ratio: 1.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

1.936%

08/04/2026
Worst day

-2.15%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $33.70 $33.70 $33.52 $33.53 34,700
02/06/2026 $33.57 $33.76 $33.57 $33.73 32,400
01/06/2026 $33.55 $33.77 $33.50 $33.70 67,800
29/05/2026 $33.33 $33.65 $33.33 $33.53 36,300
28/05/2026 $33.32 $33.52 $33.28 $33.44 49,800
27/05/2026 $33.34 $33.40 $33.25 $33.37 29,900
26/05/2026 $33.28 $33.43 $33.26 $33.32 58,400
22/05/2026 $33.25 $33.25 $33.13 $33.18 21,800
21/05/2026 $32.89 $33.08 $32.79 $33.04 82,800
20/05/2026 $32.84 $33.02 $32.75 $33.01 124,700