Fidelity Advisor Related Correlations
FEFIX Fund | USD 14.16 0.09 0.64% |
Correlations
0.99 | 0.99 | 1.0 | 0.99 | 0.92 | VTHRX | ||
0.99 | 1.0 | 0.99 | 0.99 | 0.89 | CCETX | ||
0.99 | 1.0 | 0.99 | 0.99 | 0.91 | FAETX | ||
1.0 | 0.99 | 0.99 | 1.0 | 0.92 | FFFEX | ||
0.99 | 0.99 | 0.99 | 1.0 | 0.93 | FGTKX | ||
0.92 | 0.89 | 0.91 | 0.92 | 0.93 | PARCX | ||
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Risk-Adjusted Indicators
There is a big difference between Fidelity Mutual Fund performing well and Fidelity Advisor Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Fidelity Advisor's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
VTHRX | 0.39 | (0.01) | (0.06) | 0.05 | 0.40 | 0.79 | 2.06 | |||
CCETX | 0.37 | (0.02) | (0.08) | 0.03 | 0.42 | 0.80 | 2.05 | |||
FAETX | 0.37 | (0.02) | (0.08) | 0.04 | 0.40 | 0.79 | 2.01 | |||
FFFEX | 0.42 | (0.01) | (0.05) | 0.05 | 0.46 | 0.89 | 2.23 | |||
FGTKX | 0.42 | (0.01) | (0.05) | 0.05 | 0.45 | 0.89 | 2.30 | |||
PARCX | 0.41 | 0.05 | (0.02) | 0.57 | 0.41 | 0.78 | 2.14 |