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    Fidelity Convertible Securities (FCVSX)

    29.86 Down 0.08(0.27%) Aug 31

    Risk as of Jul 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
    Alpha (against Standard Index)3.542.51
    Beta (against Standard Index)1.181.11
    Mean Annual Return1.110.98
    R-squared (against Standard Index)63.9473.26
    Standard Deviation8.017.04
    Sharpe Ratio1.661.66
    Treynor Ratio11.6410.90
    5 Years
    Alpha (against Standard Index)-0.76-0.06
    Beta (against Standard Index)1.331.16
    Mean Annual Return0.880.82
    R-squared (against Standard Index)79.0283.91
    Standard Deviation11.559.77
    Sharpe Ratio0.911.01
    Treynor Ratio7.788.44
    10 Years
    Alpha (against Standard Index)-1.08-0.46
    Beta (against Standard Index)1.621.16
    Mean Annual Return0.740.59
    R-squared (against Standard Index)79.0283.26
    Standard Deviation17.5412.31
    Sharpe Ratio0.430.46
    Treynor Ratio3.794.40