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Fidelity Advisor Balanced A (FABLX)
On
Dec 1
:
13.35
0.13
(0.98%)
MORE ON FABLX
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Research Reports
Risk
As of 31-Oct-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)
:
11.52%
Worst 1 Yr Total Return
(2008)
:
-31.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FABLX
Category
Alpha (against Standard Index)
-2.87
-2.88
Beta (against Standard Index)
1.19
1.08
Mean Annual Return
-2.96
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
16.06
14.69
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-4.52
N/A
5 Years
Statistic
FABLX
Category
Alpha (against Standard Index)
-3.03
-2.47
Beta (against Standard Index)
1.18
1.06
Mean Annual Return
1.65
0.23
R-squared (against Standard Index)
94
92.52
Standard Deviation
13.05
11.89
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.17
N/A
10 Years
Statistic
FABLX
Category
Alpha (against Standard Index)
-3.51
-2.17
Beta (against Standard Index)
1.09
1.05
Mean Annual Return
1.20
0.26
R-squared (against Standard Index)
90
86.72
Standard Deviation
11.34
11.31
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-1.63
N/A
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