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Fidelity Prm Fixed Inc Cap Yl Priv Pl I5 (F00000M7V6.TO)

13.35 Up 0.02(0.15%) Apr 28

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2011):7.39%
Worst 1 Yr Total Return(Dec 30, 2013):-2.74%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.09-0.23
Beta (against Standard Index)1.020.89
Mean Annual Return0.180.23
R-squared (against Standard Index)91.5479.87
Standard Deviation4.033.81
Sharpe Ratio0.340.49
Treynor Ratio1.282.02
5 Years
Alpha (against Standard Index)-0.670.24
Beta (against Standard Index)0.940.80
Mean Annual Return0.290.33
R-squared (against Standard Index)88.1777.35
Standard Deviation3.583.25
Sharpe Ratio0.740.96
Treynor Ratio2.793.97
10 Years
Alpha (against Standard Index)N/A0.31
Beta (against Standard Index)N/A0.72
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A68.01
Standard DeviationN/A3.39
Sharpe RatioN/A0.74
Treynor RatioN/A3.60