• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.29% Nasdaq Up0.13%

    Fidelity Value Strategies (FSLSX)

    44.55 Up 0.03(0.07%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up24
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2003):61.02%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.25-3.24
    Beta (against Standard Index)1.070.98
    Mean Annual Return0.560.64
    R-squared (against Standard Index)87.8490.40
    Standard Deviation12.6411.44
    Sharpe Ratio0.520.68
    Treynor Ratio5.647.64
    5 Years
    Alpha (against Standard Index)-5.44-2.32
    Beta (against Standard Index)1.191.00
    Mean Annual Return0.870.92
    R-squared (against Standard Index)87.4491.64
    Standard Deviation15.4212.66
    Sharpe Ratio0.670.88
    Treynor Ratio8.0511.01
    10 Years
    Alpha (against Standard Index)-2.30-1.84
    Beta (against Standard Index)1.351.01
    Mean Annual Return0.760.57
    R-squared (against Standard Index)88.3293.20
    Standard Deviation21.9715.97
    Sharpe Ratio0.370.38
    Treynor Ratio4.374.94