Fidelity Balanced Class Portfolio Series S5 (FID3223)

14.31 +0.06 (+0.42%) CAD  |  Dec 24 2024
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FID3223 Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Benchmarks

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Historical Sharpe Ratio (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade

Historical Sharpe Ratio (5Y) Excel Add-In Codes

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Metric Code: historical_sharpe_5y
Latest Data Point: =YCP("M:FID3223.TO", "historical_sharpe_5y")
Last 5 Data Points: =YCS("M:FID3223.TO", "historical_sharpe_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.