Gold Portfolio Risk Adjusted Performance

FGDTX Fund  USD 21.89  0.75  3.31%   
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Gold Portfolio Fidelity has current Risk Adjusted Performance of 0.1118.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1118
ER[a] = Expected return on investing in Gold Portfolio
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Gold Portfolio Risk Adjusted Performance Peers Comparison

Gold Risk Adjusted Performance Relative To Other Indicators

Gold Portfolio Fidelity is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  78.49  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Gold Portfolio Fidelity is roughly  78.49 
Compare Gold Portfolio to Peers

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