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Fidelity Independence (FDFFX)
On
Dec 22
:
19.86
0.12
(0.61%)
MORE ON FDFFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
29.54%
Worst 1 Yr Total Return
(2008)
:
-48.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDFFX
Category
Alpha (against Standard Index)
5.89
2.20
Beta (against Standard Index)
1.21
0.99
Mean Annual Return
-3.41
-0.14
R-squared (against Standard Index)
73
88.76
Standard Deviation
28.10
21.04
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.69
N/A
5 Years
Statistic
FDFFX
Category
Alpha (against Standard Index)
3.75
0.80
Beta (against Standard Index)
1.22
1.01
Mean Annual Return
2.87
0.24
R-squared (against Standard Index)
73
86.59
Standard Deviation
22.90
17.50
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.10
N/A
10 Years
Statistic
FDFFX
Category
Alpha (against Standard Index)
4.73
-0.13
Beta (against Standard Index)
1.21
1.04
Mean Annual Return
1.68
0.05
R-squared (against Standard Index)
57
78.99
Standard Deviation
26.00
19.17
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.03
N/A
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