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Tuesday, January 5, 2010, 10:38PM ET - U.S. Markets Closed.
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Fidelity Advisor Consumer Staples B (FDBGX)
On
Jan 5
:
60.38
0.26
(0.43%)
MORE ON FDBGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
20.21%
Worst 1 Yr Total Return
(2008)
:
-23.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDBGX
Category
Alpha (against Standard Index)
7.58
4.22
Beta (against Standard Index)
0.70
0.81
Mean Annual Return
4.31
0.12
R-squared (against Standard Index)
77
81.19
Standard Deviation
15.82
17.83
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.93
N/A
5 Years
Statistic
FDBGX
Category
Alpha (against Standard Index)
5.82
2.13
Beta (against Standard Index)
0.69
0.80
Mean Annual Return
7.55
0.36
R-squared (against Standard Index)
74
77.50
Standard Deviation
12.77
14.49
Sharpe Ratio
0.41
N/A
Treynor Ratio
6.66
N/A
10 Years
Statistic
FDBGX
Category
Alpha (against Standard Index)
5.88
4.57
Beta (against Standard Index)
0.48
0.64
Mean Annual Return
7.12
0.51
R-squared (against Standard Index)
36
51.61
Standard Deviation
12.93
14.36
Sharpe Ratio
0.38
N/A
Treynor Ratio
8.78
N/A
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