Fidelity Advisor Value At Risk
| FRBOX Fund | | | 11.78 -0.26 -2.16% |
This module presents the Value At Risk indicator for Fidelity Advisor Freedom using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings.
Investing Opportunities provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio balance depends on how holdings are weighted relative to each other. The content reflects structured data inputs rather than subjective analysis. This suggests a position in Fidelity Advisor Freedom. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. The dataset is presented as structured reference material for independent review. 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 metropolitan statistical area.
Fidelity Advisor Freedom has current Value At Risk of
-1.52. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.52 | |
| ER[a] | = | Expected return on investing in Fidelity Advisor |
| STD | = | Standard Deviation of Fidelity Advisor |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Fidelity Advisor Freedom ranks first in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare Fidelity Advisor to Peers
Other Technical Indicators