Fidelity Sai Inflation Protected Fund Volatility
| FSPWX Fund | 10.18 0.03 0.30% |
Fidelity Sai Inflation Protected operates with a minimal volatility profile across the current review period. Fidelity Sai Inflation Protected reports a Sharpe Ratio (Efficiency) of 0.0797, summarizing favorable risk-adjusted returns over the last 3 months. We reviewed 28 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.0797
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FSPWX |
Fidelity Sai Inflation Protected reported a Market Risk Adjusted Performance of 0.4%, a Risk of 0.16, and a Risk Adjusted Performance of 0.02%. Fidelity SAI is operating near 6% of its historical trend range based on monthly averages. Diversification effects vary according to correlation and allocation weight.
Key indicators related to Fidelity SAI's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Fidelity SAI volatility measures the statistical dispersion of Fidelity SAI's daily returns using variance and standard deviation. Combined with Fidelity's beta and financial distress probability, these metrics provide a comprehensive view of the risk associated with investing in.
Fidelity |
Volatility Strategy
Historical price movement in Fidelity Sai Inflation Protected provides context for allocation sensitivity. Current statistical measures show total volatility near 0.16% with a beta coefficient of 0.0058, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0797, evaluates return per unit of total risk. An alpha value of 0.002384 reflects performance relative to systematic market exposure. Expected return estimates near 0.0131% 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 Fidelity SAI's market risk premium analysis include:
Beta 0.0058 | Alpha 0.002384 | Risk 0.16 | Sharpe Ratio 0.0797 | Expected Return 0.0131 |
Moving together with Fidelity Mutual Fund
| 0.78 | FPTKX | Fidelity Freedom 2015 | PairCorr |
| 0.9 | FPXTX | Fidelity Pennsylvania | PairCorr |
| 0.75 | FQIFX | Fidelity Freedom Index | PairCorr |
| 0.65 | FQIPX | Fidelity Freedom Index | PairCorr |
| 0.69 | FQLSX | Fidelity Flex Freedom | PairCorr |
| 0.7 | FRBDX | Fidelity Freedom 2070 | PairCorr |
| 0.67 | FRBKX | Fidelity Advisor Freedom | PairCorr |
| 0.66 | FRBLX | Fidelity Advisor Freedom | PairCorr |
| 0.68 | FRBNX | Fidelity Advisor Freedom | PairCorr |
| 0.67 | FRBOX | Fidelity Advisor Freedom | PairCorr |
| 0.68 | FRBPX | Fidelity Advisor Freedom | PairCorr |
| 0.69 | FRBQX | Fidelity Flex Freedom | PairCorr |
| 0.65 | FRBUX | Fidelity Freedom Index | PairCorr |
| 0.65 | FRBWX | Fidelity Freedom Index | PairCorr |
| 0.69 | FRBYX | Fidelity Freedom Blend | PairCorr |
| 0.69 | FRBZX | Fidelity Freedom Blend | PairCorr |
| 0.87 | FRAMX | Fidelity Income | PairCorr |
| 0.85 | FRASX | Fidelity Income | PairCorr |
| 0.69 | FRCFX | Fidelity Freedom Blend | PairCorr |
| 0.67 | FRCHX | Fidelity Freedom Blend | PairCorr |
| 0.64 | FRCKX | Fidelity Freedom Blend | PairCorr |
| 0.72 | FRCLX | Fidelity Freedom Blend | PairCorr |
| 0.71 | FRCNX | Fidelity Freedom Blend | PairCorr |
| 0.69 | FRCPX | Fidelity Freedom Blend | PairCorr |
| 0.62 | FRCQX | Fidelity Sustainable | PairCorr |
| 0.62 | FRCRX | Fidelity Sustainable | PairCorr |
Sensitivity To Market
Beta modeling for Fidelity Sai Inflation Protected results in a coefficient of 0.0058, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 0.16%.Fidelity Sai Inflation Protected volatility statistics provide a compact view of historical movement. Downside deviation is about 0.17% and standard deviation is about 0.16%. Global funds can add currency-related movement on top of underlying asset volatility.
3 Months Beta |Analyze Fidelity Sai Inflation Demand TrendCheck current 90 days Fidelity SAI correlation with market (Dow Jones Industrial)Downside Risk
Fidelity standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 0.16 |
It is essential to understand the difference between upside risk (as represented by Fidelity SAI's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Fidelity SAI's daily returns or price. Fidelity Sai Inflation Protected reported a Downside Deviation of 0.17, a Downside Variance of 0.03, and a Maximum Drawdown of 0.78.
Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Fidelity SAI fund price increases or decreases over a specific time horizon. These price changes indicate the level of risk and opportunity associated with Fidelity SAI's.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Fidelity Sai Inflation 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 Fidelity SAI has a beta of 0.0058 . This usually indicates as returns on the market go up, Fidelity SAI's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Fidelity Sai Inflation Protected is expected to be smaller as well.Fidelity SAI reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. Fidelity Sai Inflation Protected reported a Downside Deviation of 0.17, a Mean Deviation of 0.13, and a Semi Deviation of 0.08.
Predicted Return Density |
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What Drives Fidelity SAI's Price Volatility?
Several factors can influence Fidelity SAI's market volatility:Industry Dynamics
Sector-level events can directly affect Fidelity SAI's price stability. Regulatory changes, supply disruptions, or shifts in demand within Fidelity SAI'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 Fidelity SAI.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Fidelity SAI's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Fidelity SAI. During periods of economic expansion, Fidelity SAI's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Fidelity SAI's Company-Specific Factors
Volatility can also stem from events unique to Fidelity SAI. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Fidelity SAI's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Fidelity SAI's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Fidelity SAI is 1254.49. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.16. The mean deviation of Fidelity Sai Inflation Protected is currently at 0.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.0024 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.16 | |
Ir | Information ratio | 0.29 |
Mutual Fund Return Volatility
Fidelity SAI daily volatility tracks how widely fund returns have moved around the mean across the selected time frame. The fund reflects 0.1644% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.7886% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Surface-level performance for Fidelity Mutual Fund can mask how the business actually stacks up against its competitive set. A thorough review of Fidelity SAI'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SBFAX | 1.04 | 0.20 | 0.21 | 0.23 | 0.82 | 1.59 | 19.91 | |||
| FTIXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PFSQX | 1.06 | 0.04 | 0.00 | -0.02 | 0.00 | 1.93 | 14.31 | |||
| MFHVX | 0.11 | 0.00 | 0.17 | -0.06 | 0.13 | 0.25 | 0.87 | |||
| ICFAX | 0.69 | -0.03 | 0.00 | -0.08 | 0.00 | 1.54 | 5.20 |
Risk Metrics, Assumptions & Methodology
Volatility for Fidelity SAI reflects NAV dispersion and exposure stability across disclosure periods. Risk-adjusted exposure depends on dispersion and liquidity discipline.
This section for Fidelity Sai Inflation Protected 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:
Vlad Skutelnik - Macroaxis ContributorFidelity SAI Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Fidelity Sai Inflation Protected, by roughly a 4.94x factor. The lower-risk profile may improve diversification efficiency, but it still needs to be judged against return quality and market sensitivity.You can use Fidelity Sai Inflation Protected to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal upward fluctuation. Check odds of Fidelity SAI to be traded at 10.69 in 90 days.Average diversification
FSPWX currently posts a 0.15 correlation with DJI, indicating a Average diversification relationship for the active sample. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Fidelity SAI Additional Risk Indicators
Risk analysis around Fidelity Sai Inflation Protected becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0203 | |||
| Market Risk Adjusted Performance | 0.3761 | |||
| Mean Deviation | 0.1337 | |||
| Semi Deviation | 0.0834 | |||
| Downside Deviation | 0.1717 | |||
| Coefficient Of Variation | 1357.87 | |||
| Standard Deviation | 0.1646 |
Fidelity SAI Suggested Diversification Pairs
Pair analysis around Fidelity Sai Inflation Protected 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.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Fidelity SAI persists even in a well-constructed pair. The benefit is in offsetting Fidelity SAI's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Fidelity Sai Inflation Protected.