Fidelity Overseas Risk Adjusted Performance
FOSFX Fund | USD 66.78 0.73 1.08% |
Fidelity |
| = | 0.0964 |
ER[a] | = | Expected return on investing in Fidelity Overseas |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fidelity Overseas Risk Adjusted Performance Peers Comparison
Fidelity Risk Adjusted Performance Relative To Other Indicators
Fidelity Overseas Fund is rated # 2 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 37.68 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fidelity Overseas Fund is roughly 37.68
Risk Adjusted Performance |
Compare Fidelity Overseas to Peers |
Thematic Opportunities
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Fidelity Overseas Technical Signals
All Fidelity Overseas Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0964 | |||
Market Risk Adjusted Performance | 0.2135 | |||
Mean Deviation | 0.5941 | |||
Semi Deviation | 0.6375 | |||
Downside Deviation | 0.7491 | |||
Coefficient Of Variation | 765.46 | |||
Standard Deviation | 0.7598 | |||
Variance | 0.5772 | |||
Information Ratio | 0.126 | |||
Jensen Alpha | 0.0921 | |||
Total Risk Alpha | 0.0959 | |||
Sortino Ratio | 0.1278 | |||
Treynor Ratio | 0.2035 | |||
Maximum Drawdown | 3.63 | |||
Value At Risk | (1.00) | |||
Potential Upside | 1.21 | |||
Downside Variance | 0.5611 | |||
Semi Variance | 0.4064 | |||
Expected Short fall | (0.66) | |||
Skewness | (0.29) | |||
Kurtosis | 0.9364 |