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Fidelity Convertible Securities (FCVSX)

25.87 Up 0.10(0.39%) May 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up22
Number of Years Down6
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)-1.71-0.50
Beta (against Standard Index)1.301.14
Mean Annual Return0.360.40
R-squared (against Standard Index)75.1978.08
Standard Deviation10.679.16
Sharpe Ratio0.400.52
Treynor Ratio2.913.96
5 Years
StatisticFCVSXCategory
Alpha (against Standard Index)-2.88-2.11
Beta (against Standard Index)1.381.19
Mean Annual Return0.370.36
R-squared (against Standard Index)80.0883.93
Standard Deviation12.2010.29
Sharpe Ratio0.360.41
Treynor Ratio2.723.18
10 Years
StatisticFCVSXCategory
Alpha (against Standard Index)-1.81-1.06
Beta (against Standard Index)1.601.17
Mean Annual Return0.570.46
R-squared (against Standard Index)79.3783.48
Standard Deviation17.8412.70
Sharpe Ratio0.320.35
Treynor Ratio2.673.23