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    Fidelity Convertible Securities (FCVSX)

    33.09 Down 0.08(0.24%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up22
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):64.11%
    Worst 1 Yr Total Return(Dec 30, 2008):-47.78%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFCVSXCategory
    Alpha (against Standard Index)3.481.50
    Beta (against Standard Index)1.051.05
    Mean Annual Return1.040.87
    R-squared (against Standard Index)64.8076.95
    Standard Deviation8.147.50
    Sharpe Ratio1.521.40
    Treynor Ratio12.1610.20
    5 Years
    StatisticFCVSXCategory
    Alpha (against Standard Index)0.41-0.01
    Beta (against Standard Index)1.321.13
    Mean Annual Return1.020.84
    R-squared (against Standard Index)82.0186.20
    Standard Deviation12.2310.21
    Sharpe Ratio0.990.99
    Treynor Ratio9.128.87
    10 Years
    StatisticFCVSXCategory
    Alpha (against Standard Index)-0.92-0.76
    Beta (against Standard Index)1.611.17
    Mean Annual Return0.780.59
    R-squared (against Standard Index)78.9883.32
    Standard Deviation17.5312.38
    Sharpe Ratio0.450.45
    Treynor Ratio4.024.25