Fidelity Freedom Risk Adjusted Performance
FFFCX Fund | USD 14.56 0.06 0.41% |
Fidelity |
| = | 0.0151 |
ER[a] | = | Expected return on investing in Fidelity Freedom |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fidelity Freedom Risk Adjusted Performance Peers Comparison
Fidelity Risk Adjusted Performance Relative To Other Indicators
Fidelity Freedom 2010 is rated below average in risk adjusted performance among similar funds. It is rated # 5 fund in maximum drawdown among similar funds reporting about 91.57 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fidelity Freedom 2010 is roughly 91.57
Risk Adjusted Performance |
Compare Fidelity Freedom to Peers |
Thematic Opportunities
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Fidelity Freedom Technical Signals
All Fidelity Freedom Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0151 | |||
Market Risk Adjusted Performance | 0.0209 | |||
Mean Deviation | 0.2266 | |||
Semi Deviation | 0.2267 | |||
Downside Deviation | 0.2848 | |||
Coefficient Of Variation | 2393.35 | |||
Standard Deviation | 0.2846 | |||
Variance | 0.081 | |||
Information Ratio | (0.44) | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | (0.44) | |||
Treynor Ratio | 0.0109 | |||
Maximum Drawdown | 1.38 | |||
Value At Risk | (0.42) | |||
Potential Upside | 0.4871 | |||
Downside Variance | 0.0811 | |||
Semi Variance | 0.0514 | |||
Expected Short fall | (0.28) | |||
Skewness | 0.095 | |||
Kurtosis | (0.10) |