Fidelity Sustainable Risk Adjusted Performance
FCSW Etf | 49.45 0.55 1.12% |
Fidelity |
| = | 0.2465 |
ER[a] | = | Expected return on investing in Fidelity Sustainable |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fidelity Sustainable Risk Adjusted Performance Peers Comparison
Fidelity Risk Adjusted Performance Relative To Other Indicators
Fidelity Sustainable World is rated # 3 ETF in risk adjusted performance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about 11.47 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fidelity Sustainable World is roughly 11.47
Risk Adjusted Performance |
Compare Fidelity Sustainable to Peers |
Thematic Opportunities
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Fidelity Sustainable Technical Signals
All Fidelity Sustainable Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.2465 | |||
Market Risk Adjusted Performance | 0.5789 | |||
Mean Deviation | 0.4565 | |||
Semi Deviation | 0.2204 | |||
Downside Deviation | 0.6132 | |||
Coefficient Of Variation | 298.22 | |||
Standard Deviation | 0.6221 | |||
Variance | 0.387 | |||
Information Ratio | 0.109 | |||
Jensen Alpha | 0.1529 | |||
Total Risk Alpha | 0.0888 | |||
Sortino Ratio | 0.1106 | |||
Treynor Ratio | 0.5689 | |||
Maximum Drawdown | 2.83 | |||
Value At Risk | (0.69) | |||
Potential Upside | 1.22 | |||
Downside Variance | 0.376 | |||
Semi Variance | 0.0486 | |||
Expected Short fall | (0.54) | |||
Skewness | (0.03) | |||
Kurtosis | 0.7986 |