FIDELITY FREEDOM Semi Deviation
| FFOLX Fund | | | USD 33.49 -0.24 -0.71% |
Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level. Below is FIDELITY FREEDOM's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
A Semi Deviation of 0.7941 for FIDELITY FREEDOM signals low price variability. This places FIDELITY FREEDOM at the lower end of the volatility range for Mutual Fund Funds.
Semi Deviation | = | SQRT(SV) |
| = | 0.7941 | |
Semi Deviation Peers Comparison
Among sector peers, FIDELITY FREEDOM's Semi Deviation of 0.7941 is above the 0.0 group average. The range runs from 0.1927 (Vanguard High Yield Corporate) to 4.08 (iShares Silver Trust). FIDELITY FREEDOM has exhibited greater price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Fidelity Freedom and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
FIDELITY FREEDOM's Maximum Drawdown of
3.94 runs about
4.96 times its Semi Deviation of
0.79 . This indicates Maximum Drawdown is significantly higher than Semi Deviation for FIDELITY FREEDOM.
Methodology, Assumptions & Data Sources
FIDELITY FREEDOM has a current Semi Deviation reading of 0.7941. The Semi Deviation for FIDELITY FREEDOM applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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