Biotechnology Portfolio Biotechnology Fund Market Value
| FBIOX Fund | USD 25.83 0.36 1.37% |
| Symbol | BIOTECHNOLOGY |
Biotechnology Portfolio 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Biotechnology Portfolio's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Biotechnology Portfolio.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Biotechnology Portfolio on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Biotechnology Portfolio Biotechnology or generate 0.0% return on investment in Biotechnology Portfolio over 90 days. Biotechnology Portfolio is related to or competes with Fidelity Freedom, Fidelity Puritan, Fidelity Puritan, Fidelity Freedom, Fidelity Freedom, Fidelity Salem, and Fidelity Flex. The fund invests primarily in common stocks More
Biotechnology Portfolio Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Biotechnology Portfolio's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Biotechnology Portfolio Biotechnology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | 0.0606 | |||
| Maximum Drawdown | 5.99 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.25 |
Biotechnology Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Biotechnology Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Biotechnology Portfolio's standard deviation. In reality, there are many statistical measures that can use Biotechnology Portfolio historical prices to predict the future Biotechnology Portfolio's volatility.| Risk Adjusted Performance | 0.0922 | |||
| Jensen Alpha | 0.1182 | |||
| Total Risk Alpha | 0.025 | |||
| Sortino Ratio | 0.0599 | |||
| Treynor Ratio | 0.3358 |
Biotechnology Portfolio January 24, 2026 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 | 0.0922 | |||
| Market Risk Adjusted Performance | 0.3458 | |||
| Mean Deviation | 1.02 | |||
| Semi Deviation | 1.18 | |||
| Downside Deviation | 1.34 | |||
| Coefficient Of Variation | 834.26 | |||
| Standard Deviation | 1.32 | |||
| Variance | 1.75 | |||
| Information Ratio | 0.0606 | |||
| Jensen Alpha | 0.1182 | |||
| Total Risk Alpha | 0.025 | |||
| Sortino Ratio | 0.0599 | |||
| Treynor Ratio | 0.3358 | |||
| Maximum Drawdown | 5.99 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.25 | |||
| Downside Variance | 1.79 | |||
| Semi Variance | 1.39 | |||
| Expected Short fall | (1.09) | |||
| Skewness | (0.08) | |||
| Kurtosis | (0.07) |
Biotechnology Portfolio Backtested Returns
At this stage we consider BIOTECHNOLOGY Mutual Fund to be very steady. Biotechnology Portfolio secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Biotechnology Portfolio Biotechnology, which you can use to evaluate the volatility of the entity. Please confirm Biotechnology Portfolio's Risk Adjusted Performance of 0.0922, downside deviation of 1.34, and Mean Deviation of 1.02 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Biotechnology Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Biotechnology Portfolio is expected to be smaller as well.
Auto-correlation | -0.07 |
Very weak reverse predictability
Biotechnology Portfolio Biotechnology has very weak reverse predictability. Overlapping area represents the amount of predictability between Biotechnology Portfolio time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Biotechnology Portfolio price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Biotechnology Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in BIOTECHNOLOGY Mutual Fund
Biotechnology Portfolio financial ratios help investors to determine whether BIOTECHNOLOGY Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BIOTECHNOLOGY with respect to the benefits of owning Biotechnology Portfolio security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |