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Fidelity Advisor Industrials B (FCLBX)
On
Dec 22
:
18.81
0.12
(0.64%)
MORE ON FCLBX
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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
(2004)
:
22.47%
Worst 1 Yr Total Return
(2008)
:
-40.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCLBX
Category
Alpha (against Standard Index)
7.81
2.53
Beta (against Standard Index)
1.36
1.29
Mean Annual Return
-2.36
-0.27
R-squared (against Standard Index)
91
81.62
Standard Deviation
28.20
28.43
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-3.41
N/A
5 Years
Statistic
FCLBX
Category
Alpha (against Standard Index)
4.51
1.60
Beta (against Standard Index)
1.35
1.30
Mean Annual Return
3.57
0.28
R-squared (against Standard Index)
89
76.94
Standard Deviation
22.99
23.87
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.43
N/A
10 Years
Statistic
FCLBX
Category
Alpha (against Standard Index)
8.04
6.92
Beta (against Standard Index)
1.15
1.10
Mean Annual Return
6.40
0.62
R-squared (against Standard Index)
78
69.58
Standard Deviation
21.08
21.44
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.02
N/A
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