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Fidelity Select Biotechnology Portfolio (FBIOX)

227.22 Up 3.81(1.71%) Oct 24

Risk as of Sep 29, 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)28.4517.64
Beta (against Standard Index)0.720.65
Mean Annual Return3.352.35
R-squared (against Standard Index)16.9741.28
Standard Deviation21.3313.00
Sharpe Ratio1.882.21
Treynor Ratio62.6147.73
5 Years
StatisticFBIOXCategory
Alpha (against Standard Index)17.9912.08
Beta (against Standard Index)0.900.74
Mean Annual Return2.301.67
R-squared (against Standard Index)36.4456.09
Standard Deviation21.6914.79
Sharpe Ratio1.271.36
Treynor Ratio31.6627.87
10 Years
StatisticFBIOXCategory
Alpha (against Standard Index)10.566.73
Beta (against Standard Index)0.640.65
Mean Annual Return1.371.07
R-squared (against Standard Index)27.3653.19
Standard Deviation20.1015.17
Sharpe Ratio0.740.74
Treynor Ratio21.9816.43