Dow Down0.22% Nasdaq Up0.20%

Fidelity Value (FDVLX)

113.28 Down 0.19(0.17%) Mar 27

Risk as of Feb 27, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up31
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2009):44.08%
Worst 1 Yr Total Return(Dec 30, 2008):-46.52%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFDVLXCategory
Alpha (against Standard Index)-3.71-2.74
Beta (against Standard Index)1.081.02
Mean Annual Return0.650.68
R-squared (against Standard Index)85.1077.42
Standard Deviation12.2012.13
Sharpe Ratio0.630.68
Treynor Ratio6.637.55
5 Years
StatisticFDVLXCategory
Alpha (against Standard Index)-0.90-1.45
Beta (against Standard Index)1.061.02
Mean Annual Return1.141.05
R-squared (against Standard Index)86.0580.51
Standard Deviation11.7411.74
Sharpe Ratio1.151.07
Treynor Ratio12.8312.24
10 Years
StatisticFDVLXCategory
Alpha (against Standard Index)-2.57-1.17
Beta (against Standard Index)1.291.13
Mean Annual Return0.690.70
R-squared (against Standard Index)91.1888.51
Standard Deviation20.6818.34
Sharpe Ratio0.370.42
Treynor Ratio4.375.59