Fidelity Freedom Risk Adjusted Performance

FPTKX Fund

USD 11.80 0.03 0.25%

Fidelity Freedom risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Fidelity Freedom 2015 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Fidelity Freedom 2015 has current Risk Adjusted Performance of 0.0289.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0289

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.

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Fidelity Freedom Risk Adjusted Performance Peers Comparison

Fidelity Risk Adjusted Performance Relative To Other Indicators

Fidelity Freedom 2015 is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 55.53 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fidelity Freedom 2015 is roughly 55.53

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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	0.0289
	Market Risk Adjusted Performance	0.0426
	Mean Deviation	0.2705
	Semi Deviation	0.2817
	Downside Deviation	0.3694
	Coefficient Of Variation	1868.69
	Standard Deviation	0.3492
	Variance	0.1219
	Information Ratio	(0.39)
	Jensen Alpha	(0.03)
	Total Risk Alpha	(0.06)
	Sortino Ratio	(0.37)
	Treynor Ratio	0.0326
	Maximum Drawdown	1.6
	Value At Risk	(0.59)
	Potential Upside	0.5947
	Downside Variance	0.1365
	Semi Variance	0.0794
	Expected Short fall	(0.33)
	Skewness	0.0813
	Kurtosis	(0.07)

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