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Fidelity Select Automotive Port (FSAVX)

37.69 Up 0.11(0.29%) Dec 9

Risk as of Nov 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up21
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 2009):122.28%
Worst 1 Yr Total Return(Dec 30, 2008):-61.20%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSAVXCategory
Alpha (against Standard Index)-5.151.79
Beta (against Standard Index)1.380.96
Mean Annual Return-0.030.45
R-squared (against Standard Index)74.4270.92
Standard Deviation17.8412.89
Sharpe Ratio-0.020.42
Treynor Ratio-1.454.92
5 Years
StatisticFSAVXCategory
Alpha (against Standard Index)1.585.51
Beta (against Standard Index)1.220.89
Mean Annual Return1.061.08
R-squared (against Standard Index)61.1668.82
Standard Deviation17.6812.40
Sharpe Ratio0.711.05
Treynor Ratio9.5614.58
10 Years
StatisticFSAVXCategory
Alpha (against Standard Index)2.824.06
Beta (against Standard Index)1.620.95
Mean Annual Return0.870.75
R-squared (against Standard Index)67.2271.01
Standard Deviation33.5119.14
Sharpe Ratio0.290.44
Treynor Ratio2.687.17