Fidelity Freedom Related Correlations
FJTKX Fund | USD 13.01 0.08 0.62% |
Correlations
STFGX | FGWMX | FGVMX | FYMIX | FGYMX | FYMMX | FYMRX | FPTKX | FGZMX | FYLSX | ||
STFGX | 0.73 | 0.73 | 0.99 | 0.69 | 0.99 | 0.99 | 0.93 | 0.73 | 0.99 | STFGX | |
FGWMX | 0.73 | 1.0 | 0.8 | 1.0 | 0.8 | 0.8 | 0.89 | 1.0 | 0.81 | FGWMX | |
FGVMX | 0.73 | 1.0 | 0.8 | 1.0 | 0.8 | 0.8 | 0.89 | 1.0 | 0.81 | FGVMX | |
FYMIX | 0.99 | 0.8 | 0.8 | 0.77 | 1.0 | 1.0 | 0.97 | 0.8 | 1.0 | FYMIX | |
FGYMX | 0.69 | 1.0 | 1.0 | 0.77 | 0.77 | 0.77 | 0.86 | 1.0 | 0.78 | FGYMX | |
FYMMX | 0.99 | 0.8 | 0.8 | 1.0 | 0.77 | 1.0 | 0.97 | 0.8 | 1.0 | FYMMX | |
FYMRX | 0.99 | 0.8 | 0.8 | 1.0 | 0.77 | 1.0 | 0.97 | 0.8 | 1.0 | FYMRX | |
FPTKX | 0.93 | 0.89 | 0.89 | 0.97 | 0.86 | 0.97 | 0.97 | 0.89 | 0.97 | FPTKX | |
FGZMX | 0.73 | 1.0 | 1.0 | 0.8 | 1.0 | 0.8 | 0.8 | 0.89 | 0.81 | FGZMX | |
FYLSX | 0.99 | 0.81 | 0.81 | 1.0 | 0.78 | 1.0 | 1.0 | 0.97 | 0.81 | FYLSX | |
STFGX | FGWMX | FGVMX | FYMIX | FGYMX | FYMMX | FYMRX | FPTKX | FGZMX | FYLSX |
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Risk-Adjusted Indicators
There is a big difference between Fidelity Mutual Fund performing well and Fidelity Freedom 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 Freedom'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
STFGX | 0.48 | 0.02 | 0.02 | 0.14 | 0.29 | 1.10 | 2.82 | |||
FGWMX | 0.27 | (0.01) | (0.28) | 0.09 | 0.23 | 0.58 | 1.48 | |||
FGVMX | 0.27 | (0.01) | (0.27) | 0.10 | 0.23 | 0.66 | 1.56 | |||
FYMIX | 0.39 | (0.01) | (0.07) | 0.11 | 0.26 | 0.91 | 2.31 | |||
FGYMX | 0.27 | (0.01) | (0.28) | 0.08 | 0.24 | 0.58 | 1.56 | |||
FYMMX | 0.40 | (0.01) | (0.08) | 0.11 | 0.24 | 0.91 | 2.21 | |||
FYMRX | 0.39 | (0.01) | (0.07) | 0.11 | 0.26 | 0.91 | 2.31 | |||
FPTKX | 0.28 | (0.03) | (0.20) | 0.08 | 0.26 | 0.63 | 1.80 | |||
FGZMX | 0.27 | (0.01) | (0.27) | 0.09 | 0.23 | 0.58 | 1.48 | |||
FYLSX | 0.45 | 0.00 | (0.01) | 0.12 | 0.33 | 1.05 | 2.68 |