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Fidelity Freedom 2000 (FFFBX)
On
Dec 24
:
11.66
0.01
(0.09%)
MORE ON FFFBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
6.76%
Worst 1 Yr Total Return
(2008)
:
-14.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFFBX
Category
Alpha (against Standard Index)
-0.17
-1.76
Beta (against Standard Index)
0.56
0.95
Mean Annual Return
1.60
0.01
R-squared (against Standard Index)
95
95.34
Standard Deviation
7.55
12.93
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-1.20
N/A
5 Years
Statistic
FFFBX
Category
Alpha (against Standard Index)
-0.75
-2.20
Beta (against Standard Index)
0.54
0.88
Mean Annual Return
3.35
0.23
R-squared (against Standard Index)
94
92.07
Standard Deviation
6.04
9.83
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.66
N/A
10 Years
Statistic
FFFBX
Category
Alpha (against Standard Index)
-0.62
-1.14
Beta (against Standard Index)
0.52
0.64
Mean Annual Return
3.45
0.28
R-squared (against Standard Index)
87
82.82
Standard Deviation
5.55
6.97
Sharpe Ratio
0.12
N/A
Treynor Ratio
1.01
N/A
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