Fidelity Nordic Related Correlations
FNORX Fund | USD 64.76 0.13 0.20% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Fidelity Mutual Fund performing well and Fidelity Nordic Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Fidelity Nordic's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FPTKX | 0.28 | (0.03) | (0.14) | 0.02 | 0.34 | 0.62 | 1.80 | |||
FPURX | 0.49 | 0.00 | (0.02) | 0.08 | 0.45 | 0.93 | 2.95 | |||
FPUKX | 0.49 | 0.07 | (0.01) | 9.85 | 0.43 | 0.96 | 2.96 | |||
FPXTX | 0.12 | (0.02) | 0.00 | 2.19 | 0.00 | 0.29 | 1.05 | |||
FQIFX | 0.33 | (0.03) | (0.13) | 0.02 | 0.41 | 0.67 | 2.14 | |||
FQIPX | 0.48 | 0.04 | (0.05) | 2.57 | 0.58 | 0.99 | 2.87 | |||
FQITX | 0.54 | 0.01 | (0.09) | 0.32 | 0.65 | 1.18 | 3.22 | |||
FQLSX | 0.47 | 0.00 | (0.01) | 0.07 | 0.54 | 1.05 | 3.03 | |||
FRAGX | 0.47 | (0.02) | (0.05) | 0.05 | 0.54 | 0.87 | 2.63 | |||
FRAMX | 0.21 | (0.03) | (0.24) | (0.02) | 0.32 | 0.35 | 1.41 |