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Fidelity Advisor Industrials I (FCLIX)
On
Dec 24
:
20.83
0.10
(0.48%)
MORE ON FCLIX
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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)
:
23.70%
Worst 1 Yr Total Return
(2008)
:
-40.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCLIX
Category
Alpha (against Standard Index)
8.86
2.53
Beta (against Standard Index)
1.36
1.29
Mean Annual Return
-1.32
-0.27
R-squared (against Standard Index)
91
81.62
Standard Deviation
28.19
28.43
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.65
N/A
5 Years
Statistic
FCLIX
Category
Alpha (against Standard Index)
5.58
1.60
Beta (against Standard Index)
1.35
1.30
Mean Annual Return
4.68
0.28
R-squared (against Standard Index)
89
76.94
Standard Deviation
22.99
23.87
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.25
N/A
10 Years
Statistic
FCLIX
Category
Alpha (against Standard Index)
9.10
6.92
Beta (against Standard Index)
1.15
1.10
Mean Annual Return
7.53
0.62
R-squared (against Standard Index)
78
69.58
Standard Deviation
21.11
21.44
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.99
N/A
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