Fidelity Sustainable (UK) Performance
| FHYP Etf | 419.60 0.85 0.20% |
The etf shows a Beta (market volatility) of 95.0, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fidelity Sustainable will likely underperform.
Risk-Adjusted Performance
32 of 100
Weak | Strong |
Very Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Fidelity Sustainable Global are ranked lower than 32 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Fidelity Sustainable unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
Fidelity |
Fidelity Sustainable Relative Risk vs. Return Landscape
If you would invest 41,260 in Fidelity Sustainable Global on September 15, 2024 and sell it today you would earn a total of 700.00 from holding Fidelity Sustainable Global or generate 1.7% return on investment over 90 days. Fidelity Sustainable Global is generating 166.3834% of daily returns and assumes 401.5243% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Fidelity on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fidelity Sustainable Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Sustainable's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fidelity Sustainable Global, and traders can use it to determine the average amount a Fidelity Sustainable's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.4144
| Best Portfolio | Best Equity | FHYP | ||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 401.52 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.41 actual daily | 32 68% of assets perform better |
Based on monthly moving average Fidelity Sustainable is performing at about 32% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Fidelity Sustainable by adding it to a well-diversified portfolio.