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Fidelity Select Biotechnology (FBIOX)
On
Dec 4
:
63.38
0.27
(0.43%)
MORE ON FBIOX
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Research Reports
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
(2004)
:
11.99%
Worst 1 Yr Total Return
(2008)
:
-11.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBIOX
Category
Alpha (against Standard Index)
-0.61
2.21
Beta (against Standard Index)
0.55
0.72
Mean Annual Return
-4.34
-0.08
R-squared (against Standard Index)
28
62.22
Standard Deviation
20.09
18.26
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-12.27
N/A
5 Years
Statistic
FBIOX
Category
Alpha (against Standard Index)
1.36
2.35
Beta (against Standard Index)
0.60
0.73
Mean Annual Return
1.82
0.36
R-squared (against Standard Index)
25
57.56
Standard Deviation
18.79
15.68
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.01
N/A
10 Years
Statistic
FBIOX
Category
Alpha (against Standard Index)
5.44
6.46
Beta (against Standard Index)
0.74
0.61
Mean Annual Return
1.81
0.65
R-squared (against Standard Index)
14
28.51
Standard Deviation
31.06
19.99
Sharpe Ratio
0.11
N/A
Treynor Ratio
-1.57
N/A
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