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Fidelity Advisor Biotechnology I (FBTIX)
On
Dec 24
:
7.03
0.03
(0.43%)
MORE ON FBTIX
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Research Reports
Risk
As of 30-Nov-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)
:
12.23%
Worst 1 Yr Total Return
(2008)
:
-11.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBTIX
Category
Alpha (against Standard Index)
0.96
3.83
Beta (against Standard Index)
0.59
0.74
Mean Annual Return
-2.56
0.12
R-squared (against Standard Index)
31
63.76
Standard Deviation
20.94
18.76
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-8.19
N/A
5 Years
Statistic
FBTIX
Category
Alpha (against Standard Index)
2.22
2.90
Beta (against Standard Index)
0.64
0.74
Mean Annual Return
2.79
0.43
R-squared (against Standard Index)
28
58.47
Standard Deviation
19.27
15.92
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.31
N/A
10 Years
Statistic
FBTIX
Category
Alpha (against Standard Index)
N/A
6.40
Beta (against Standard Index)
N/A
0.62
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
29.57
Standard Deviation
N/A
20.00
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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