Fidelity Municipal Risk Adjusted Performance
FROGX Fund | USD 12.41 0.02 0.16% |
Fidelity |
| = | 0.0103 |
ER[a] | = | Expected return on investing in Fidelity Municipal |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fidelity Municipal Risk Adjusted Performance Peers Comparison
Fidelity Risk Adjusted Performance Relative To Other Indicators
Fidelity Municipal Income is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 127.02 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fidelity Municipal Income is roughly 127.02
Risk Adjusted Performance |
Compare Fidelity Municipal to Peers |
Thematic Opportunities
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Fidelity Municipal Technical Signals
All Fidelity Municipal 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 | 0.0103 | |||
Market Risk Adjusted Performance | 0.0113 | |||
Mean Deviation | 0.1515 | |||
Semi Deviation | 0.2335 | |||
Downside Deviation | 0.3708 | |||
Coefficient Of Variation | 2406.13 | |||
Standard Deviation | 0.2428 | |||
Variance | 0.0589 | |||
Information Ratio | (0.47) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.31) | |||
Treynor Ratio | 0.0013 | |||
Maximum Drawdown | 1.31 | |||
Value At Risk | (0.33) | |||
Potential Upside | 0.3255 | |||
Downside Variance | 0.1375 | |||
Semi Variance | 0.0545 | |||
Expected Short fall | (0.18) | |||
Skewness | (1.31) | |||
Kurtosis | 5.89 |