FAPUX
Fidelity Risk Parity Fund
Fidelity Greenwood Street Trust
Fund of funds

Average annual returns

Through 2025
1 year
20.75%
3 year
11.69%
5 year
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

42 months through Jan. 31, 2026
Volatility (ann.)
14.44%
Sharpe
-2.22
Sortino
-1.87
Max drawdown
-82.71%
Best month
4.77%
Worst month
-16.64%
Beta vs VTSAX
0.55
Correlation
0.47

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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