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Fidelity Advisor Equity Growth C (EPGCX)
On
Dec 1
:
39.64
0.59
(1.51%)
MORE ON EPGCX
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Risk
As of 31-Oct-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)
:
25.37%
Worst 1 Yr Total Return
(2008)
:
-47.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EPGCX
Category
Alpha (against Standard Index)
-1.16
2.45
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-8.62
-0.24
R-squared (against Standard Index)
84
88.47
Standard Deviation
21.66
20.84
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.87
N/A
5 Years
Statistic
EPGCX
Category
Alpha (against Standard Index)
-2.22
0.94
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-2.22
0.21
R-squared (against Standard Index)
85
86.37
Standard Deviation
17.80
17.46
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.11
N/A
10 Years
Statistic
EPGCX
Category
Alpha (against Standard Index)
-2.57
0.18
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-4.28
0.04
R-squared (against Standard Index)
84
78.62
Standard Deviation
19.35
19.22
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-6.58
N/A
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