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Fidelity Freedom 2020 (FFFDX)
On
Dec 22
:
12.86
0.03
(0.23%)
MORE ON FFFDX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.61%
Worst 1 Yr Total Return
(2008)
:
-32.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFFDX
Category
Alpha (against Standard Index)
-2.55
-3.52
Beta (against Standard Index)
1.24
1.20
Mean Annual Return
-2.13
-0.14
R-squared (against Standard Index)
97
95.59
Standard Deviation
16.68
16.36
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-3.56
N/A
5 Years
Statistic
FFFDX
Category
Alpha (against Standard Index)
-2.10
-3.06
Beta (against Standard Index)
1.24
1.15
Mean Annual Return
2.85
0.22
R-squared (against Standard Index)
97
94.00
Standard Deviation
13.54
12.81
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.11
N/A
10 Years
Statistic
FFFDX
Category
Alpha (against Standard Index)
-2.85
-3.50
Beta (against Standard Index)
1.27
1.11
Mean Annual Return
2.31
0.18
R-squared (against Standard Index)
93
95.87
Standard Deviation
13.06
11.36
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.49
N/A
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