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    Fidelity Diversified International (FDIVX)

    32.92 Down 0.03(0.09%) Dec 2

    Risk as of Oct 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up17
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2003):42.38%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.21%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.911.83
    Beta (against Standard Index)0.850.86
    Mean Annual Return0.110.22
    R-squared (against Standard Index)82.7083.74
    Standard Deviation11.6611.87
    Sharpe Ratio0.100.22
    Treynor Ratio0.622.31
    5 Years
    Alpha (against Standard Index)3.323.08
    Beta (against Standard Index)0.870.87
    Mean Annual Return0.600.76
    R-squared (against Standard Index)87.9688.06
    Standard Deviation12.5413.23
    Sharpe Ratio0.570.68
    Treynor Ratio7.539.82
    10 Years
    Alpha (against Standard Index)0.501.04
    Beta (against Standard Index)0.970.93
    Mean Annual Return0.320.40
    R-squared (against Standard Index)95.6593.31
    Standard Deviation18.9518.49
    Sharpe Ratio0.160.22
    Treynor Ratio1.312.53