Telecommunications Risk Adjusted Performance

FTUAX Fund  USD 57.46  0.29  0.51%   
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Telecommunications Portfolio Fidelity has current Risk Adjusted Performance of 0.1461.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1461
ER[a] = Expected return on investing in Telecommunications
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Telecommunications Risk Adjusted Performance Peers Comparison

Telecommunications Risk Adjusted Performance Relative To Other Indicators

Telecommunications Portfolio Fidelity is rated # 3 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  31.55  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Telecommunications Portfolio Fidelity is roughly  31.55 
Compare Telecommunications to Peers

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