Aggressive Growth Allocation Fund Volatility
| FRAGX Fund | USD 13.15 0.05 0.38% |
Aggressive Growth Allocation shows a very low volatility profile over the current evaluation window. Aggressive Growth Allocation indicates a Sharpe Ratio (Efficiency) of 0.0403, reflecting risk-adjusted gains over the last 3 months. We reviewed 27 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.0403
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FRAGX |
Aggressive Growth Allocation reported a Market Risk Adjusted Performance of 0.01%, a Risk of 0.65, and a Risk Adjusted Performance of 0.01%. Recent moving average trends suggest Aggressive Growth is tracking at about 3% of its historical return corridor. Portfolio-level outcomes depend on how the asset interacts with other holdings.
Key indicators related to Aggressive Growth's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of Aggressive Growth determines how much Aggressive Growth's price can move in either direction over a given time frame. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Aggressive Growth exposure.
Aggressive |
Volatility Strategy
Volatility in Aggressive Growth Allocation reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 0.65% with a beta coefficient of 0.68, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0403, evaluates return per unit of total risk. An alpha value of 0.0243 reflects performance relative to systematic market exposure. Expected return estimates near 0.0264% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to Aggressive Growth's market risk premium analysis include:
Beta 0.68 | Alpha 0.0243 | Risk 0.65 | Sharpe Ratio 0.0403 | Expected Return 0.0264 |
Moving together with Aggressive Mutual Fund
| 0.86 | FPTKX | Fidelity Freedom 2015 | PairCorr |
| 0.99 | FPURX | Fidelity Puritan | PairCorr |
| 0.99 | FPUKX | Fidelity Puritan | PairCorr |
| 0.74 | FPXTX | Fidelity Pennsylvania | PairCorr |
| 0.96 | FQIFX | Fidelity Freedom Index | PairCorr |
| 0.99 | FQIPX | Fidelity Freedom Index | PairCorr |
| 0.89 | FRBDX | Fidelity Freedom 2070 | PairCorr |
| 0.96 | FRBEX | Fidelity Freedom 2070 | PairCorr |
| 0.9 | FRBJX | Fidelity Advisor Freedom | PairCorr |
| 0.98 | FRBLX | Fidelity Advisor Freedom | PairCorr |
| 0.9 | FRBNX | Fidelity Advisor Freedom | PairCorr |
| 0.9 | FRBOX | Fidelity Advisor Freedom | PairCorr |
| 0.9 | FRBPX | Fidelity Advisor Freedom | PairCorr |
| 0.89 | FRBQX | Fidelity Flex Freedom | PairCorr |
| 0.9 | FRBUX | Fidelity Freedom Index | PairCorr |
| 0.9 | FRBWX | Fidelity Freedom Index | PairCorr |
| 0.89 | FRBYX | Fidelity Freedom Blend | PairCorr |
| 0.82 | FRBZX | Fidelity Freedom Blend | PairCorr |
| 0.88 | FRAMX | Fidelity Income | PairCorr |
| 0.82 | FRASX | Fidelity Income | PairCorr |
| 0.89 | FRCFX | Fidelity Freedom Blend | PairCorr |
| 0.9 | FRCHX | Fidelity Freedom Blend | PairCorr |
| 0.9 | FRCJX | Fidelity Freedom Blend | PairCorr |
| 0.81 | FRCNX | Fidelity Freedom Blend | PairCorr |
| 0.9 | FRCQX | Fidelity Sustainable | PairCorr |
| 0.99 | FRCRX | Fidelity Sustainable | PairCorr |
| 0.99 | FRCVX | Fidelity Sustainable | PairCorr |
| 0.9 | FRCYX | Fidelity Sustainable | PairCorr |
| 0.82 | FRDEX | Fidelity Sustainable | PairCorr |
Sensitivity To Market
The beta coefficient of 0.68 for Aggressive Growth Allocation measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 0.65%.Aggressive Growth Allocation return patterns over the selected horizon reflect a very low level of variability, based on dispersion and downside-focused statistics. Global funds can add currency-related movement on top of underlying asset volatility.
3 Months Beta |Analyze Aggressive Growth Demand TrendCheck current 90 days Aggressive Growth correlation with market (Dow Jones Industrial)Downside Risk
Aggressive standard deviation quantifies the typical daily price movement relative to its average over your selected period. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 0.65 |
The difference between upside risk and downside risk is meaningful for Aggressive Growth investors. Upside risk is measured by Aggressive Growth's standard deviation, while downside risk is captured by semi-deviation or downside deviation of Aggressive Growth's daily returns. Aggressive Growth Allocation reported a Downside Deviation of 0.75, a Downside Variance of 0.56, and a Maximum Drawdown of 3.25.
Mutual Fund Volatility Analysis
When measuring the risk of Aggressive Growth mutual fund, volatility is a critical metric. It indicates how dramatically Aggressive Growth's price swings over a specific time horizon. A mutual fund with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Aggressive Growth Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon Aggressive Growth has a beta of 0.676 . This usually indicates as returns on the market go up, Aggressive Growth's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Aggressive Growth Allocation is expected to be smaller as well.Aggressive Growth carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Aggressive Growth Allocation reported a Downside Deviation of 0.75, a Mean Deviation of 0.50, and a Semi Deviation of 0.66.
Predicted Return Density |
| Returns |
What Drives Aggressive Growth's Price Volatility?
Several factors can influence Aggressive Growth's market volatility:Industry Dynamics
Sector-level events can directly affect Aggressive Growth's price stability. Regulatory changes, supply disruptions, or shifts in demand within Aggressive Growth's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Aggressive Growth.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Aggressive Growth's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Aggressive Growth. During periods of economic expansion, Aggressive Growth's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Aggressive Growth's Company-Specific Factors
Volatility can also stem from events unique to Aggressive Growth. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Aggressive Growth's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Aggressive Growth's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Aggressive Growth is 2482.78. The daily returns are distributed with a variance of 0.43 and standard deviation of 0.65. The mean deviation of Aggressive Growth Allocation is currently at 0.5. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | 0.68 | |
σ | Overall volatility | 0.65 | |
Ir | Information ratio | 0.06 |
Mutual Fund Return Volatility
Volatility for Aggressive Growth quantifies the day-to-day dispersion of fund returns around their historical average. The fund carries 0.6547% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8012% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.94 | 0.86 | 0.83 | 0.91 | 0.87 | DNLVX | ||
| 0.94 | 0.96 | 0.92 | 0.96 | 0.96 | FIOOX | ||
| 0.86 | 0.96 | 0.95 | 0.93 | 0.97 | VEIPX | ||
| 0.83 | 0.92 | 0.95 | 0.89 | 0.9 | SMVLX | ||
| 0.91 | 0.96 | 0.93 | 0.89 | 0.93 | LTFOX | ||
| 0.87 | 0.96 | 0.97 | 0.9 | 0.93 | AMFFX | ||
Risk-Adjusted Indicators
Aggressive Growth Mutual Fund may look attractive on headline returns alone, but deeper analysis often tells a different story. A thorough review of Aggressive Growth's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DNLVX | 0.56 | 0.13 | 0.18 | 0.16 | 0.60 | 1.10 | 5.79 | |||
| FIOOX | 0.52 | 0.07 | 0.11 | 0.06 | 0.68 | 0.93 | 3.05 | |||
| VEIPX | 0.48 | 0.04 | 0.07 | 0.02 | 0.70 | 1.05 | 3.25 | |||
| SMVLX | 0.64 | 0.08 | 0.11 | 0.08 | 0.74 | 1.84 | 3.74 | |||
| LTFOX | 0.56 | 0.04 | 0.10 | -0.65 | 0.70 | 1.02 | 3.60 | |||
| AMFFX | 0.46 | 0.03 | 0.06 | 0.01 | 0.67 | 0.81 | 2.92 |
Risk Metrics, Assumptions & Methodology
Volatility for Aggressive Growth reflects NAV dispersion and exposure stability across disclosure periods. Standard deviation provides a baseline measure of variability magnitude.
This section for Aggressive Growth Allocation is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardAggressive Growth Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Aggressive Growth Allocation, by roughly a 1.23x factor. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Aggressive Growth Allocation to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is intended to separate routine noise from more speculative bursts in price action. a normal upward fluctuation. Check odds of Aggressive Growth to be traded at $13.81 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between FRAGX and DJI stands at 0.78, or Poor diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Aggressive Growth Additional Risk Indicators
Secondary risk indicators for Aggressive Growth Allocation can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.006 | |||
| Market Risk Adjusted Performance | 0.0051 | |||
| Mean Deviation | 0.5012 | |||
| Semi Deviation | 0.6633 | |||
| Downside Deviation | 0.7501 | |||
| Coefficient Of Variation | 9705.7 | |||
| Standard Deviation | 0.6506 |
Aggressive Growth Suggested Diversification Pairs
Pair analysis around Aggressive Growth Allocation matters because it can turn one security idea into a more market-neutral structure. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Aggressive Growth's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Aggressive Growth's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.