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Fidelity Select Biotechnology Portfolio (FBIOX)

219.79 Up 0.77(0.35%) Sep 29

Risk as of Aug 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)29.5617.21
Beta (against Standard Index)0.700.67
Mean Annual Return3.282.22
R-squared (against Standard Index)18.7647.02
Standard Deviation21.5513.70
Sharpe Ratio1.831.96
Treynor Ratio63.4543.58
5 Years
StatisticFBIOXCategory
Alpha (against Standard Index)17.5111.60
Beta (against Standard Index)0.880.74
Mean Annual Return2.371.72
R-squared (against Standard Index)35.7355.94
Standard Deviation21.6314.71
Sharpe Ratio1.311.42
Treynor Ratio33.1729.05
10 Years
StatisticFBIOXCategory
Alpha (against Standard Index)10.766.62
Beta (against Standard Index)0.640.65
Mean Annual Return1.421.09
R-squared (against Standard Index)27.2953.45
Standard Deviation20.1015.09
Sharpe Ratio0.770.76
Treynor Ratio22.9316.83