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Fidelity Advisor Consumer Discret B (FCIBX)
On
Dec 23
:
10.85
0.06
(0.56%)
MORE ON FCIBX
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Research Reports
Risk
As of 30-Nov-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)
:
11.31%
Worst 1 Yr Total Return
(2008)
:
-35.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCIBX
Category
Alpha (against Standard Index)
-1.62
-1.52
Beta (against Standard Index)
1.07
1.14
Mean Annual Return
-8.41
-0.53
R-squared (against Standard Index)
82
81.47
Standard Deviation
23.42
25.12
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.95
N/A
5 Years
Statistic
FCIBX
Category
Alpha (against Standard Index)
-1.88
-1.84
Beta (against Standard Index)
1.08
1.16
Mean Annual Return
-1.78
0.00
R-squared (against Standard Index)
81
78.23
Standard Deviation
19.28
21.03
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.40
N/A
10 Years
Statistic
FCIBX
Category
Alpha (against Standard Index)
-0.61
0.67
Beta (against Standard Index)
0.88
0.98
Mean Annual Return
-0.98
0.12
R-squared (against Standard Index)
74
71.18
Standard Deviation
16.62
18.91
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.43
N/A
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