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Fidelity Advisor Consumer Discret C (FCECX)
On
Dec 7
:
10.52
0.01
(0.10%)
MORE ON FCECX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
11.36%
Worst 1 Yr Total Return
(2008)
:
-35.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCECX
Category
Alpha (against Standard Index)
-2.53
-1.36
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-10.49
-0.65
R-squared (against Standard Index)
81
80.99
Standard Deviation
23.10
24.90
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-12.07
N/A
5 Years
Statistic
FCECX
Category
Alpha (against Standard Index)
-1.84
-1.48
Beta (against Standard Index)
1.09
1.17
Mean Annual Return
-2.14
-0.01
R-squared (against Standard Index)
81
78.25
Standard Deviation
19.17
21.00
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.76
N/A
10 Years
Statistic
FCECX
Category
Alpha (against Standard Index)
-0.70
0.75
Beta (against Standard Index)
0.88
0.98
Mean Annual Return
-1.40
0.10
R-squared (against Standard Index)
73
70.96
Standard Deviation
16.52
18.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.96
N/A
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