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Fidelity Select Computers (FDCPX)
On
Dec 8
:
42.14
0.25
(0.59%)
MORE ON FDCPX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
22.44%
Worst 1 Yr Total Return
(2008)
:
-48.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDCPX
Category
Alpha (against Standard Index)
13.10
7.86
Beta (against Standard Index)
1.23
1.14
Mean Annual Return
2.04
0.12
R-squared (against Standard Index)
72
78.24
Standard Deviation
28.15
25.36
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.31
N/A
5 Years
Statistic
FDCPX
Category
Alpha (against Standard Index)
6.21
3.75
Beta (against Standard Index)
1.28
1.19
Mean Annual Return
4.58
0.43
R-squared (against Standard Index)
70
73.64
Standard Deviation
24.29
22.22
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.21
N/A
10 Years
Statistic
FDCPX
Category
Alpha (against Standard Index)
4.02
2.22
Beta (against Standard Index)
1.68
1.56
Mean Annual Return
-3.35
0.10
R-squared (against Standard Index)
62
57.55
Standard Deviation
34.32
33.23
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.76
N/A
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