Fidelity Municipal Related Correlations
FHIGX Fund | USD 12.12 0.01 0.08% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Fidelity Mutual Fund performing well and Fidelity Municipal 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 Municipal'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VWAHX | 0.15 | 0.00 | (0.26) | (0.37) | 0.21 | 0.38 | 1.51 | |||
VWALX | 0.15 | 0.00 | (0.26) | (0.37) | 0.21 | 0.38 | 1.51 | |||
FSMUX | 0.13 | (0.01) | (0.27) | (0.05) | 0.18 | 0.34 | 1.58 | |||
VWLUX | 0.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.28 | 1.38 | |||
FAFTX | 0.14 | (0.01) | (0.32) | (0.03) | 0.17 | 0.37 | 1.30 | |||
FFTQX | 0.14 | (0.01) | (0.32) | (3.01) | 0.19 | 0.28 | 1.39 | |||
FKTIX | 0.14 | (0.01) | (0.32) | (2.39) | 0.19 | 0.28 | 1.49 | |||
FRFTX | 0.14 | (0.01) | (0.33) | (0.06) | 0.18 | 0.28 | 1.39 | |||
FFQAX | 0.13 | (0.01) | (0.32) | (4.64) | 0.19 | 0.28 | 1.39 |