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Fidelity Advisor Equity Value C (FAVCX)
On
Nov 30
:
7.91
0.04
(0.51%)
MORE ON FAVCX
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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)
:
12.77%
Worst 1 Yr Total Return
(2008)
:
-42.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAVCX
Category
Alpha (against Standard Index)
-1.56
0.38
Beta (against Standard Index)
1.14
1.00
Mean Annual Return
-9.99
-0.41
R-squared (against Standard Index)
96
95.50
Standard Deviation
22.59
20.09
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-10.94
N/A
5 Years
Statistic
FAVCX
Category
Alpha (against Standard Index)
-1.48
0.26
Beta (against Standard Index)
1.14
1.01
Mean Annual Return
-1.74
0.16
R-squared (against Standard Index)
96
94.84
Standard Deviation
18.43
16.47
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.20
N/A
10 Years
Statistic
FAVCX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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