Fortune, with a capital F, is the classical figure personifying fortune (with a lower-case F). Usually depicted as a person with a wheel full of outcomes; whatever the wheel is spun to is what happens.
(For the idea of a personified abstraction, consider Death, with a capital D, the cloaked figure with a scythe who personifies death, with a lower-case d.)
O, Fortune, how thou hast abandoned me!
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