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Fidelity Convertible Securities (FCVSX)
On
Dec 22
:
21.82
0.13
(0.60%)
MORE ON FCVSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.24%
Worst 1 Yr Total Return
(2008)
:
-47.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCVSX
Category
Alpha (against Standard Index)
1.26
-0.95
Beta (against Standard Index)
1.83
1.21
Mean Annual Return
-0.98
0.07
R-squared (against Standard Index)
80
80.73
Standard Deviation
27.07
17.91
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.78
N/A
5 Years
Statistic
FCVSX
Category
Alpha (against Standard Index)
-0.91
-2.13
Beta (against Standard Index)
1.79
1.20
Mean Annual Return
3.85
0.30
R-squared (against Standard Index)
80
79.99
Standard Deviation
21.63
14.54
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.48
N/A
10 Years
Statistic
FCVSX
Category
Alpha (against Standard Index)
0.84
-0.63
Beta (against Standard Index)
1.68
1.19
Mean Annual Return
5.95
0.43
R-squared (against Standard Index)
70
71.60
Standard Deviation
20.09
14.11
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.80
N/A
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