NYSEArca - Delayed Quote
USD
Fidelity Quality Factor ETF (FQAL)
83.43
-1.18
(-1.39%)
At close: October 30 at 4:00:00 PM EDT
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Learn moreETF Summary
The fund normally invests at least 80% of assets in securities included in the Fidelity U.S. Quality Factor Index?, which is designed to reflect the performance of stocks of large and mid-capitalization U.S. companies with a higher quality profile than the broader market. It invests in lending securities to earn income for the fund.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 11.43% |
| 5y Average Return | 10.89% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.86 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
FQAL | Category Average | FQAL | Category Average | FQAL | Category Average |
|
Alpha
|
0.71 | -1.58 | 0.32 | -1.39 | 0.39 | -1.07 |
|
BETA
|
0.86 | 0.98 | 0.92 | 0.96 | 0.92 | 0.98 |
|
Mean Annual Return
|
1.62 | 1.55 | 1.06 | 0.99 | 1.2 | 1.18 |
|
R-squared
|
94.94 | 90.91 | 96.76 | 92.82 | 97.3 | 94.36 |
|
Standard Deviation
|
11.28 | -- | 14.97 | -- | 14.78 | -- |
|
Sharpe Ratio
|
1.32 | 1.03 | 0.59 | 0.53 | 0.81 | 0.76 |
|
Treynor Ratio
|
18.58 | 14.75 | 8.99 | 7.79 | 12.65 | 11.58 |
