FIDELITY SAI Risk Adjusted Performance

Reference Data . Mutual Funds USA . 
Fund . Fidelity Sai Inflationfocused
FIFGX Fund  USD 120.62  2.67  2.26%   
Observed values used to calculate the Risk Adjusted Performance technical indicator for Fidelity Sai Inflationfocused. Technical inputs may vary across markets and data providers.
Fidelity Sai Inflationfocused has current Risk Adjusted Performance of 0.2636.

RAP

 = 

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

RFR

 = 
0.2636
ER[a] = Expected return on investing in FIDELITY SAI
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Fidelity Sai Inflationfocused ranks first in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 25.18 of Maximum Drawdown per Risk Adjusted Performance. At 25.18 , Fidelity Sai Inflationfocused's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
Compare FIDELITY SAI to Peers

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.2636
Market Risk Adjusted Performance-1.16
Mean Deviation1.17
Semi Deviation0.9464
Downside Deviation1.38
Coefficient Of Variation307.29
Standard Deviation1.53
Variance2.33
Information Ratio0.3752
Jensen Alpha0.451
Total Risk Alpha0.652
Sortino Ratio0.4147
Treynor Ratio-1.17
Maximum Drawdown6.64
Value At Risk-2.04
Potential Upside3.02
Downside Variance1.91
Semi Variance0.8956
Expected Short fall-1.41
Skewness-0.09
Kurtosis1.16
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