Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 23, 2009, 9:17AM ET - U.S. Markets open in 13 mins..
Dow
0.49%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Fidelity Blue Chip Growth (FBGRX)
On
Dec 22
:
37.88
0.28
(0.74%)
MORE ON FBGRX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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
(2007)
:
11.83%
Worst 1 Yr Total Return
(2008)
:
-38.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBGRX
Category
Alpha (against Standard Index)
4.85
2.20
Beta (against Standard Index)
1.05
0.99
Mean Annual Return
-1.72
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
21.50
21.04
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.80
N/A
5 Years
Statistic
FBGRX
Category
Alpha (against Standard Index)
1.01
0.80
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
1.49
0.24
R-squared (against Standard Index)
93
86.59
Standard Deviation
17.32
17.50
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.44
N/A
10 Years
Statistic
FBGRX
Category
Alpha (against Standard Index)
-0.92
-0.13
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
-1.81
0.05
R-squared (against Standard Index)
92
78.99
Standard Deviation
17.61
19.17
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.54
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center