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Fidelity Select Biotechnology (FBIOX)

183.29 Up 0.87(0.48%) Jul 22

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up24
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2013):65.66%
Worst 1 Yr Total Return(Dec 30, 2002):-40.53%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFBIOXCategory
Alpha (against Standard Index)9.249.73
Beta (against Standard Index)1.250.92
Mean Annual Return1.451.31
R-squared (against Standard Index)23.9641.36
Standard Deviation30.2117.65
Sharpe Ratio0.570.95
Treynor Ratio10.6916.82
5 Years
StatisticFBIOXCategory
Alpha (against Standard Index)16.3310.97
Beta (against Standard Index)0.990.79
Mean Annual Return1.871.32
R-squared (against Standard Index)27.0448.80
Standard Deviation25.7615.77
Sharpe Ratio0.871.02
Treynor Ratio20.8819.74
10 Years
StatisticFBIOXCategory
Alpha (against Standard Index)11.327.88
Beta (against Standard Index)0.720.69
Mean Annual Return1.311.01
R-squared (against Standard Index)28.7253.51
Standard Deviation22.9316.29
Sharpe Ratio0.640.69
Treynor Ratio17.7215.02