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Fidelity Advisor Europe Cap Apprec C (FCEAX)
On
Dec 28
:
10.92
0.05
(0.46%)
MORE ON FCEAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
33.40%
Worst 1 Yr Total Return
(2008)
:
-48.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCEAX
Category
Alpha (against Standard Index)
-1.24
0.82
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
-7.53
-0.19
R-squared (against Standard Index)
97
91.61
Standard Deviation
25.97
27.22
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-9.16
N/A
5 Years
Statistic
FCEAX
Category
Alpha (against Standard Index)
0.16
1.83
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
4.07
0.68
R-squared (against Standard Index)
95
89.97
Standard Deviation
21.90
22.73
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.00
N/A
10 Years
Statistic
FCEAX
Category
Alpha (against Standard Index)
1.15
4.96
Beta (against Standard Index)
1.05
1.05
Mean Annual Return
2.71
0.71
R-squared (against Standard Index)
89
78.88
Standard Deviation
20.05
21.81
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.21
N/A
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