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    Fidelity Magellan (FMAGX)

    91.24 0.00(0.00%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up41
    Number of Years Down11
    Best 1 Yr Total Return(Dec 30, 2009):41.13%
    Worst 1 Yr Total Return(Dec 30, 2008):-49.40%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFMAGXCategory
    Alpha (against Standard Index)-0.39-1.05
    Beta (against Standard Index)1.041.04
    Mean Annual Return0.940.88
    R-squared (against Standard Index)92.7484.69
    Standard Deviation12.0312.60
    Sharpe Ratio0.930.84
    Treynor Ratio10.599.86
    5 Years
    StatisticFMAGXCategory
    Alpha (against Standard Index)-3.40-2.66
    Beta (against Standard Index)1.141.08
    Mean Annual Return0.980.98
    R-squared (against Standard Index)93.4788.21
    Standard Deviation14.2013.96
    Sharpe Ratio0.820.84
    Treynor Ratio9.8710.51
    10 Years
    StatisticFMAGXCategory
    Alpha (against Standard Index)-2.440.26
    Beta (against Standard Index)1.181.02
    Mean Annual Return0.630.76
    R-squared (against Standard Index)91.1888.60
    Standard Deviation18.8316.63
    Sharpe Ratio0.360.49
    Treynor Ratio4.276.95