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

13.65 Up 0.03(0.22%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up2
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)-1.30-0.11
Beta (against Standard Index)0.960.83
Mean Annual Return0.240.30
R-squared (against Standard Index)97.9488.79
Standard Deviation3.242.95
Sharpe Ratio0.610.95
Treynor Ratio2.043.46
5 Years
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A0.84
Mean Annual ReturnN/A0.36
R-squared (against Standard Index)N/A90.21
Standard DeviationN/A2.97
Sharpe RatioN/A1.22
Treynor RatioN/A4.47
10 Years
Alpha (against Standard Index)N/A-0.67
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.36
R-squared (against Standard Index)N/A85.94
Standard DeviationN/A3.23
Sharpe RatioN/A0.75
Treynor RatioN/A2.86