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Fidelity Advisor Diversified Intl C (FADCX)
On
Dec 30
:
14.27
0.07
(0.49%)
MORE ON FADCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
18.09%
Worst 1 Yr Total Return
(2008)
:
-42.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FADCX
Category
Alpha (against Standard Index)
-2.55
0.11
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-8.09
-0.23
R-squared (against Standard Index)
96
95.97
Standard Deviation
24.65
24.84
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-10.26
N/A
5 Years
Statistic
FADCX
Category
Alpha (against Standard Index)
-2.43
0.08
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
1.55
0.51
R-squared (against Standard Index)
95
95.66
Standard Deviation
20.56
20.38
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.41
N/A
10 Years
Statistic
FADCX
Category
Alpha (against Standard Index)
1.34
-0.14
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
3.22
0.28
R-squared (against Standard Index)
92
92.61
Standard Deviation
18.28
18.91
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.30
N/A
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