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Fidelity Advisor Consumer Discret I (FCNIX)

20.88 Up 0.01(0.05%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up11
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2013):40.90%
Worst 1 Yr Total Return(Dec 30, 2008):-34.85%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFCNIXCategory
Alpha (against Standard Index)7.777.52
Beta (against Standard Index)0.880.87
Mean Annual Return1.581.56
R-squared (against Standard Index)68.4764.05
Standard Deviation11.4111.78
Sharpe Ratio1.661.60
Treynor Ratio22.8022.69
5 Years
StatisticFCNIXCategory
Alpha (against Standard Index)9.389.28
Beta (against Standard Index)0.940.94
Mean Annual Return1.661.65
R-squared (against Standard Index)74.5470.78
Standard Deviation15.9016.41
Sharpe Ratio1.241.21
Treynor Ratio21.5121.43
10 Years
StatisticFCNIXCategory
Alpha (against Standard Index)2.692.21
Beta (against Standard Index)0.900.96
Mean Annual Return0.860.85
R-squared (against Standard Index)69.7066.05
Standard Deviation17.7619.51
Sharpe Ratio0.490.45
Treynor Ratio8.377.58