FIDELITY FREEDOM Market Risk Adjusted Performance
| FPTKX Fund | | | USD 11.95 -0.15 -1.24% |
This dataset for Fidelity Freedom 2015 reflects inputs used in the Market Risk Adjusted Performance calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Use
Investing Opportunities to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. The construction of a diversified portfolio involves managing position exposure. The holding in Fidelity Freedom 2015 represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in industry.
Fidelity Freedom 2015 has current Market Risk Adjusted Performance of 0.0702.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0702 | |
| ER[a] | = | Expected return on investing in FIDELITY FREEDOM |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Fidelity Freedom 2015 is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
42.69 of Maximum Drawdown per Market Risk Adjusted Performance. At
42.69 , Fidelity Freedom 2015's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators