• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.71% Nasdaq Down0.63%

    Fidelity Real Estate Index Premium (FSRVX)

    16.45 Up 0.04(0.24%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up4
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2014):31.66%
    Worst 1 Yr Total Return(Dec 30, 2013):1.34%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)12.4610.97
    Beta (against Standard Index)0.500.52
    Mean Annual Return1.341.23
    R-squared (against Standard Index)15.2220.14
    Standard Deviation15.0313.89
    Sharpe Ratio1.071.07
    Treynor Ratio31.8829.02
    5 Years
    Alpha (against Standard Index)N/A6.52
    Beta (against Standard Index)N/A0.72
    Mean Annual ReturnN/A1.08
    R-squared (against Standard Index)N/A38.00
    Standard DeviationN/A15.46
    Sharpe RatioN/A0.85
    Treynor RatioN/A17.50
    10 Years
    Alpha (against Standard Index)N/A2.82
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A0.75
    R-squared (against Standard Index)N/A53.27
    Standard DeviationN/A25.08
    Sharpe RatioN/A0.32
    Treynor RatioN/A4.68