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Fidelity Advisor Canada A (FACNX)
On
Jan 7
:
49.60
0.32
(0.64%)
MORE ON FACNX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-42.81%
Worst 1 Yr Total Return
(2008)
:
-42.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FACNX
Category
Alpha (against Standard Index)
8.97
0.11
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
1.28
-0.23
R-squared (against Standard Index)
76
95.97
Standard Deviation
29.97
24.84
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.91
N/A
5 Years
Statistic
FACNX
Category
Alpha (against Standard Index)
5.80
0.08
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
9.40
0.51
R-squared (against Standard Index)
74
95.66
Standard Deviation
24.65
20.38
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.93
N/A
10 Years
Statistic
FACNX
Category
Alpha (against Standard Index)
10.79
-0.14
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
12.58
0.28
R-squared (against Standard Index)
70
92.61
Standard Deviation
21.98
18.91
Sharpe Ratio
0.52
N/A
Treynor Ratio
9.43
N/A
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