Dow Down0.10% Nasdaq Up0.24%

Fidelity Advisor Biotechnology I (FBTIX)

21.92 Down 0.08(0.36%) Jul 26

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up12
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):64.10%
Worst 1 Yr Total Return(Dec 30, 2002):-40.05%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFBTIXCategory
Alpha (against Standard Index)8.059.73
Beta (against Standard Index)1.200.92
Mean Annual Return1.321.31
R-squared (against Standard Index)23.8741.36
Standard Deviation29.0517.65
Sharpe Ratio0.540.95
Treynor Ratio10.0616.82
5 Years
StatisticFBTIXCategory
Alpha (against Standard Index)15.7810.97
Beta (against Standard Index)0.960.79
Mean Annual Return1.811.32
R-squared (against Standard Index)27.1348.80
Standard Deviation24.8815.77
Sharpe Ratio0.871.02
Treynor Ratio20.9419.74
10 Years
StatisticFBTIXCategory
Alpha (against Standard Index)10.887.88
Beta (against Standard Index)0.720.69
Mean Annual Return1.271.01
R-squared (against Standard Index)29.4153.51
Standard Deviation22.5516.29
Sharpe Ratio0.630.69
Treynor Ratio17.2315.02