Fidelity Contrafund Risk Adjusted Performance
FCNKX Fund | USD 22.16 0.14 0.64% |
Fidelity |
| = | 0.1 |
ER[a] | = | Expected return on investing in Fidelity Contrafund |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fidelity Contrafund Risk Adjusted Performance Peers Comparison
Fidelity Risk Adjusted Performance Relative To Other Indicators
Fidelity Trafund Class is rated # 5 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 45.33 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fidelity Trafund Class is roughly 45.33
Risk Adjusted Performance |
Compare Fidelity Contrafund to Peers |
Thematic Opportunities
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Fidelity Contrafund Technical Signals
All Fidelity Contrafund 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 | 0.1 | |||
Market Risk Adjusted Performance | 0.1352 | |||
Mean Deviation | 0.6231 | |||
Semi Deviation | 0.9085 | |||
Downside Deviation | 1.12 | |||
Coefficient Of Variation | 777.53 | |||
Standard Deviation | 0.9217 | |||
Variance | 0.8496 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.1252 | |||
Maximum Drawdown | 4.53 | |||
Value At Risk | (2.00) | |||
Potential Upside | 1.47 | |||
Downside Variance | 1.25 | |||
Semi Variance | 0.8254 | |||
Expected Short fall | (0.62) | |||
Skewness | (0.66) | |||
Kurtosis | 1.86 |