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Fidelity Asset Manager 20% (FASIX)
On
Dec 22
:
11.97
0.01
(0.08%)
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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
(2006)
:
7.32%
Worst 1 Yr Total Return
(2008)
:
-14.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FASIX
Category
Alpha (against Standard Index)
0.49
-0.95
Beta (against Standard Index)
0.53
0.74
Mean Annual Return
2.29
0.09
R-squared (against Standard Index)
89
87.00
Standard Deviation
7.42
10.61
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.04
N/A
5 Years
Statistic
FASIX
Category
Alpha (against Standard Index)
0.24
-1.38
Beta (against Standard Index)
0.54
0.71
Mean Annual Return
4.35
0.27
R-squared (against Standard Index)
89
85.46
Standard Deviation
6.17
8.33
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.52
N/A
10 Years
Statistic
FASIX
Category
Alpha (against Standard Index)
0.58
-0.99
Beta (against Standard Index)
0.51
0.72
Mean Annual Return
4.68
0.31
R-squared (against Standard Index)
86
80.09
Standard Deviation
5.49
8.09
Sharpe Ratio
0.33
N/A
Treynor Ratio
3.41
N/A
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