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Fidelity Advisor Consumer Discret I (FCNIX)

21.93 0.00(0.00%) Aug 29

Risk as of Jul 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)6.486.84
Beta (against Standard Index)0.930.90
Mean Annual Return1.391.39
R-squared (against Standard Index)81.0076.14
Standard Deviation14.6914.72
Sharpe Ratio1.131.14
Treynor Ratio18.0018.95
5 Years
StatisticFCNIXCategory
Alpha (against Standard Index)7.877.99
Beta (against Standard Index)0.940.95
Mean Annual Return1.641.66
R-squared (against Standard Index)74.6870.61
Standard Deviation16.0116.54
Sharpe Ratio1.231.21
Treynor Ratio21.2021.42
10 Years
StatisticFCNIXCategory
Alpha (against Standard Index)2.151.81
Beta (against Standard Index)0.900.96
Mean Annual Return0.850.86
R-squared (against Standard Index)69.7466.18
Standard Deviation17.7219.46
Sharpe Ratio0.490.45
Treynor Ratio8.287.67