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Fidelity Advisor Industrials C (FCLCX)
On
Jan 7
:
19.38
0.20
(1.04%)
MORE ON FCLCX
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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)
:
22.40%
Worst 1 Yr Total Return
(2008)
:
-40.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCLCX
Category
Alpha (against Standard Index)
7.80
2.53
Beta (against Standard Index)
1.36
1.29
Mean Annual Return
-2.34
-0.27
R-squared (against Standard Index)
91
81.62
Standard Deviation
28.15
28.43
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-3.40
N/A
5 Years
Statistic
FCLCX
Category
Alpha (against Standard Index)
4.54
1.60
Beta (against Standard Index)
1.35
1.30
Mean Annual Return
3.61
0.28
R-squared (against Standard Index)
89
76.94
Standard Deviation
22.96
23.87
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.46
N/A
10 Years
Statistic
FCLCX
Category
Alpha (against Standard Index)
8.07
6.92
Beta (against Standard Index)
1.15
1.10
Mean Annual Return
6.43
0.62
R-squared (against Standard Index)
78
69.58
Standard Deviation
21.08
21.44
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.04
N/A
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