FIDELITY FREEDOM Expected Short fall
| FFVFX Fund | | | USD 12.51 -0.19 -1.50% |
Expected shortfall (or ES) is a risk measure that evaluates the market risk of an equity instrument. It is an alternative to value at risk that is more sensitive to the shape of the loss distribution in the tail of the distribution. The expected shortfall at a particular level is the expected return on the portfolio in the worst percent of the cases. Expected shortfall is also called conditional value at risk (CVaR), average value at risk (AVaR), and expected tail loss (ETL). Below is FIDELITY FREEDOM's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
FIDELITY FREEDOM's Expected Short fall of
-0.46 reflects its current reading on this measure. This reflects FIDELITY FREEDOM's positioning relative to its own recent range within Mutual Fund Funds.
Expected Shortfall | = | Conditional VAR |
| = | -0.46 | |
Expected Short fall Peers Comparison
FIDELITY FREEDOM falls above the -0.93 peer average for Expected Short fall. leads at 0.0 while Fidelity Advisor Gold registers the lowest at -2.4197.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Fidelity Freedom and its peers. Each point represents one equity — position along the horizontal axis shows Expected Short fall 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.
Compare FIDELITY FREEDOM to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for FIDELITY FREEDOM is -0.46. The Expected Short fall for FIDELITY FREEDOM applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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