Fidelity Advisor Related Correlations
FGDMX Fund | USD 93.39 0.03 0.03% |
Correlations
0.94 | 0.97 | 0.9 | 0.95 | FSCPX | ||
0.94 | 0.91 | 0.93 | 0.94 | FDLSX | ||
0.97 | 0.91 | 0.9 | 0.94 | FSAVX | ||
0.9 | 0.93 | 0.9 | 0.93 | FSPCX | ||
0.95 | 0.94 | 0.94 | 0.93 | FSRFX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FSCPX | 0.80 | (0.04) | (0.03) | 0.02 | 1.09 | 1.60 | 5.26 | |||
FDLSX | 0.65 | 0.00 | 0.00 | 0.05 | 0.90 | 1.48 | 5.07 | |||
FSAVX | 0.85 | (0.03) | (0.02) | 0.02 | 1.14 | 1.84 | 4.87 | |||
FSPCX | 0.56 | 0.07 | 0.04 | 0.18 | 0.82 | 1.26 | 6.08 | |||
FSRFX | 0.77 | (0.01) | 0.01 | 0.04 | 0.85 | 1.63 | 5.34 |