Fidelity Low-priced Related Correlations
FLPKX Fund | USD 45.21 0.14 0.31% |
Correlations
0.95 | 0.95 | 0.91 | 0.83 | 0.93 | FZABX | ||
0.95 | 0.94 | 0.86 | 0.88 | 0.94 | LIGFX | ||
0.95 | 0.94 | 0.87 | 0.77 | 0.92 | DDIFX | ||
0.91 | 0.86 | 0.87 | 0.72 | 0.82 | WMCVX | ||
0.83 | 0.88 | 0.77 | 0.72 | 0.8 | ODIDX | ||
0.93 | 0.94 | 0.92 | 0.82 | 0.8 | XHNWX | ||
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Fidelity Mutual Fund performing well and Fidelity Low-priced 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 Low-priced'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FZABX | 0.55 | 0.01 | 0.01 | 0.06 | 0.66 | 1.14 | 3.36 | |||
LIGFX | 0.30 | 0.02 | (0.06) | 0.38 | 0.31 | 0.66 | 1.69 | |||
DDIFX | 0.53 | 0.01 | (0.04) | 0.16 | 0.63 | 1.13 | 3.44 | |||
WMCVX | 0.90 | (0.03) | 0.00 | 0.03 | 1.13 | 1.92 | 5.37 | |||
ODIDX | 0.12 | 0.02 | (0.04) | 2.16 | 0.16 | 0.22 | 3.32 | |||
XHNWX | 0.17 | 0.02 | (0.06) | 0.58 | 0.22 | 0.32 | 1.35 |