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Tuesday, December 8, 2009, 6:54PM ET - U.S. Markets Closed.
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Fidelity Select Consumer Staples (FDFAX)
On
Dec 8
:
61.28
1.02
(1.64%)
MORE ON FDFAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.49%
Worst 1 Yr Total Return
(2008)
:
-22.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDFAX
Category
Alpha (against Standard Index)
9.21
4.24
Beta (against Standard Index)
0.71
0.82
Mean Annual Return
4.96
0.03
R-squared (against Standard Index)
77
80.94
Standard Deviation
15.81
17.66
Sharpe Ratio
0.24
N/A
Treynor Ratio
3.57
N/A
5 Years
Statistic
FDFAX
Category
Alpha (against Standard Index)
8.02
2.88
Beta (against Standard Index)
0.71
0.81
Mean Annual Return
9.57
0.40
R-squared (against Standard Index)
75
77.36
Standard Deviation
13.04
14.63
Sharpe Ratio
0.54
N/A
Treynor Ratio
9.25
N/A
10 Years
Statistic
FDFAX
Category
Alpha (against Standard Index)
6.63
4.34
Beta (against Standard Index)
0.48
0.64
Mean Annual Return
7.74
0.47
R-squared (against Standard Index)
35
51.03
Standard Deviation
12.97
14.34
Sharpe Ratio
0.42
N/A
Treynor Ratio
9.96
N/A
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