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Fidelity Advisor Equity Income I (EQPIX)
On
Dec 24
:
21.29
0.11
(0.52%)
MORE ON EQPIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.42%
Worst 1 Yr Total Return
(2008)
:
-40.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EQPIX
Category
Alpha (against Standard Index)
-1.48
-1.37
Beta (against Standard Index)
1.10
1.02
Mean Annual Return
-8.20
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
22.16
20.79
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.52
N/A
5 Years
Statistic
EQPIX
Category
Alpha (against Standard Index)
-0.55
-0.29
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
-0.25
0.14
R-squared (against Standard Index)
97
93.49
Standard Deviation
17.91
16.81
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.95
N/A
10 Years
Statistic
EQPIX
Category
Alpha (against Standard Index)
3.30
2.74
Beta (against Standard Index)
0.96
0.88
Mean Annual Return
2.78
0.31
R-squared (against Standard Index)
87
81.33
Standard Deviation
16.61
15.97
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.15
N/A
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