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Fidelity Select Biotechnology Portfolio (FBIOX)

207.48 Up 1.94(0.94%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up22
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 1999):77.77%
Worst 1 Yr Total Return(Dec 30, 2002):-40.53%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFBIOXCategory
Alpha (against Standard Index)23.9514.86
Beta (against Standard Index)0.760.70
Mean Annual Return2.691.88
R-squared (against Standard Index)24.5252.16
Standard Deviation21.7514.29
Sharpe Ratio1.481.59
Treynor Ratio45.5034.11
5 Years
StatisticFBIOXCategory
Alpha (against Standard Index)14.7510.68
Beta (against Standard Index)0.860.73
Mean Annual Return2.131.66
R-squared (against Standard Index)35.6656.21
Standard Deviation21.1114.56
Sharpe Ratio1.211.38
Treynor Ratio30.1528.10
10 Years
StatisticFBIOXCategory
Alpha (against Standard Index)9.706.23
Beta (against Standard Index)0.630.65
Mean Annual Return1.321.04
R-squared (against Standard Index)27.7053.66
Standard Deviation19.7514.98
Sharpe Ratio0.720.73
Treynor Ratio21.0716.04