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Fidelity Advisor Equity Growth B (EPGBX)
On
Dec 24
:
40.28
0.22
(0.55%)
MORE ON EPGBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
25.35%
Worst 1 Yr Total Return
(2008)
:
-47.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EPGBX
Category
Alpha (against Standard Index)
-0.93
2.20
Beta (against Standard Index)
1.02
0.99
Mean Annual Return
-7.19
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
21.98
21.04
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.30
N/A
5 Years
Statistic
EPGBX
Category
Alpha (against Standard Index)
-2.07
0.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-1.71
0.24
R-squared (against Standard Index)
85
86.59
Standard Deviation
17.96
17.50
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.56
N/A
10 Years
Statistic
EPGBX
Category
Alpha (against Standard Index)
-3.00
-0.13
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-4.27
0.05
R-squared (against Standard Index)
85
78.99
Standard Deviation
19.37
19.17
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-6.54
N/A
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