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Fidelity US Bond Index Investor (FBIDX)

11.57 Up 0.04(0.35%) Jan 17

Risk as of Dec 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up23
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2002):10.22%
Worst 1 Yr Total Return(Dec 30, 2013):-2.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFBIDXCategory
Alpha (against Standard Index)-0.270.03
Beta (against Standard Index)1.050.89
Mean Annual Return0.240.23
R-squared (against Standard Index)99.4485.46
Standard Deviation3.182.94
Sharpe Ratio0.870.90
Treynor Ratio2.622.98
5 Years
StatisticFBIDXCategory
Alpha (against Standard Index)-0.260.52
Beta (against Standard Index)1.040.93
Mean Annual Return0.170.22
R-squared (against Standard Index)99.3684.37
Standard Deviation3.042.97
Sharpe Ratio0.650.85
Treynor Ratio1.862.77
10 Years
StatisticFBIDXCategory
Alpha (against Standard Index)-0.280.06
Beta (against Standard Index)0.980.92
Mean Annual Return0.330.34
R-squared (against Standard Index)97.9965.95
Standard Deviation3.253.95
Sharpe Ratio0.990.89
Treynor Ratio3.333.75