FIDELITY FREEDOM Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds USA . 
Fund . Fidelity Freedom 2015
FFVFX Fund  USD 12.51  -0.19  -1.50%   
FIDELITY FREEDOM's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

FIDELITY FREEDOM's Expected Shortfall of 0 reflects its current reading on this measure. This reflects FIDELITY FREEDOM's positioning relative to its own recent range within Mutual Fund Funds.
Compare FIDELITY FREEDOM to Peers

Methodology, Assumptions & Data Sources

FIDELITY FREEDOM has a current Expected Shortfall reading of 0. This Expected Shortfall reading for FIDELITY FREEDOM results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.0084
Market Risk Adjusted Performance0.008
Mean Deviation0.3972
Semi Deviation0.5301
Downside Deviation0.655
Coefficient Of Variation6135.71
Standard Deviation0.5537
Variance0.3066
Information Ratio0.0386
Jensen Alpha0.01
Total Risk Alpha0.0125
Sortino Ratio0.0327
Treynor Ratio-0.002
Maximum Drawdown2.97
Value At Risk-0.96
Potential Upside0.8306
Downside Variance0.4291
Semi Variance0.281
Expected Short fall-0.45
Skewness-0.14
Kurtosis1.0
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