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Fidelity Advisor Canada C (FCCNX)
On
Dec 24
:
47.91
0.27
(0.57%)
MORE ON FCCNX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-43.24%
Worst 1 Yr Total Return
(2008)
:
-43.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCCNX
Category
Alpha (against Standard Index)
8.21
0.11
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
0.51
-0.23
R-squared (against Standard Index)
76
95.97
Standard Deviation
29.97
24.84
Sharpe Ratio
0.09
N/A
Treynor Ratio
-1.61
N/A
5 Years
Statistic
FCCNX
Category
Alpha (against Standard Index)
5.04
0.08
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
8.58
0.51
R-squared (against Standard Index)
74
95.66
Standard Deviation
24.65
20.38
Sharpe Ratio
0.34
N/A
Treynor Ratio
5.17
N/A
10 Years
Statistic
FCCNX
Category
Alpha (against Standard Index)
10.03
-0.14
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
11.73
0.28
R-squared (against Standard Index)
70
92.61
Standard Deviation
21.97
18.91
Sharpe Ratio
0.49
N/A
Treynor Ratio
8.61
N/A
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