Fidelity 500 Related Correlations
FXAIX Fund | USD 176.17 0.04 0.02% |
Correlations
0.9 | 0.83 | 0.33 | 0.03 | FITFX | ||
0.9 | 0.83 | 0.37 | 0.12 | FLAPX | ||
0.83 | 0.83 | 0.47 | 0.31 | FLXSX | ||
0.33 | 0.37 | 0.47 | 0.68 | FUENX | ||
0.03 | 0.12 | 0.31 | 0.68 | FIBUX | ||
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Risk-Adjusted Indicators
There is a big difference between Fidelity Mutual Fund performing well and Fidelity 500 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 500'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FITFX | 0.48 | (0.01) | (0.04) | 0.06 | 0.55 | 1.09 | 2.83 | |||
FLAPX | 0.62 | 0.06 | (0.02) | 0.74 | 0.76 | 1.23 | 3.14 | |||
FLXSX | 1.03 | (0.11) | (0.04) | 0.01 | 1.36 | 1.92 | 5.70 | |||
FUENX | 0.11 | (0.01) | (0.33) | (0.10) | 0.13 | 0.31 | 1.13 | |||
FIBUX | 0.32 | (0.06) | 0.00 | (0.17) | 0.00 | 0.46 | 2.00 |