Fidelity Managed Futures Etf Market Value
| FFUT Etf | 55.81 0.07 0.13% |
| Symbol | Fidelity |
Fidelity Managed Futures's market price often diverges from its book value, the accounting figure shown on Fidelity's balance sheet. Smart investors calculate Fidelity Managed's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Fidelity Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Fidelity Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fidelity Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fidelity Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fidelity Managed '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 Fidelity Managed's etf 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 Fidelity Managed.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Fidelity Managed on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelity Managed Futures or generate 0.0% return on investment in Fidelity Managed over 90 days. Fidelity Managed is related to or competes with BlackRock ETF, AdvisorShares Dorsey, AIM ETF, Global X, Xtrackers National, VictoryShares Multi, and Blueprint Chesapeake. Fidelity Managed is entity of United States More
Fidelity Managed 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 Fidelity Managed's etf 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 Fidelity Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8394 | |||
| Information Ratio | 0.0015 | |||
| Maximum Drawdown | 4.78 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.03 |
Fidelity Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Managed's standard deviation. In reality, there are many statistical measures that can use Fidelity Managed historical prices to predict the future Fidelity Managed's volatility.| Risk Adjusted Performance | 0.1169 | |||
| Jensen Alpha | 0.1237 | |||
| Total Risk Alpha | 0.0074 | |||
| Sortino Ratio | 0.0013 | |||
| Treynor Ratio | (0.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fidelity Managed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fidelity Managed February 26, 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 | 0.1169 | |||
| Market Risk Adjusted Performance | (0.41) | |||
| Mean Deviation | 0.5154 | |||
| Semi Deviation | 0.6787 | |||
| Downside Deviation | 0.8394 | |||
| Coefficient Of Variation | 655.32 | |||
| Standard Deviation | 0.7212 | |||
| Variance | 0.5201 | |||
| Information Ratio | 0.0015 | |||
| Jensen Alpha | 0.1237 | |||
| Total Risk Alpha | 0.0074 | |||
| Sortino Ratio | 0.0013 | |||
| Treynor Ratio | (0.42) | |||
| Maximum Drawdown | 4.78 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.03 | |||
| Downside Variance | 0.7046 | |||
| Semi Variance | 0.4606 | |||
| Expected Short fall | (0.51) | |||
| Skewness | (0.32) | |||
| Kurtosis | 2.72 |
Fidelity Managed Futures Backtested Returns
Currently, Fidelity Managed Futures is very steady. Fidelity Managed Futures secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the etf had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fidelity Managed Futures, which you can use to evaluate the volatility of the entity. Please confirm Fidelity Managed's Mean Deviation of 0.5154, coefficient of variation of 655.32, and Downside Deviation of 0.8394 to check if the risk estimate we provide is consistent with the expected return of 0.12%. The etf shows a Beta (market volatility) of -0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fidelity Managed are expected to decrease at a much lower rate. During the bear market, Fidelity Managed is likely to outperform the market.
Auto-correlation | 0.28 |
Poor predictability
Fidelity Managed Futures has poor predictability. Overlapping area represents the amount of predictability between Fidelity Managed time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th of February 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 Fidelity Managed Futures price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Fidelity Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Thematic Opportunities
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Check out Fidelity Managed Correlation, Fidelity Managed Volatility and Fidelity Managed Performance module to complement your research on Fidelity Managed. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Fidelity Managed technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.