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Fidelity Advisor Europe Cap Apprec A (FAEAX)
On
Jan 6
:
11.54
0.05
(0.44%)
MORE ON FAEAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
34.28%
Worst 1 Yr Total Return
(2008)
:
-47.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAEAX
Category
Alpha (against Standard Index)
-0.47
0.82
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
-6.83
-0.19
R-squared (against Standard Index)
97
91.61
Standard Deviation
26.02
27.22
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.49
N/A
5 Years
Statistic
FAEAX
Category
Alpha (against Standard Index)
0.90
1.83
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
4.84
0.68
R-squared (against Standard Index)
95
89.97
Standard Deviation
21.93
22.73
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.70
N/A
10 Years
Statistic
FAEAX
Category
Alpha (against Standard Index)
1.88
4.96
Beta (against Standard Index)
1.05
1.05
Mean Annual Return
3.46
0.71
R-squared (against Standard Index)
89
78.88
Standard Deviation
20.07
21.81
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.50
N/A
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