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Fidelity Advisor Diversified Intl B (FDIBX)
On
Dec 8
:
14.04
0.24
(1.68%)
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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
(2004)
:
17.94%
Worst 1 Yr Total Return
(2008)
:
-42.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDIBX
Category
Alpha (against Standard Index)
-3.39
-0.52
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
-8.54
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
24.59
24.79
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-10.88
N/A
5 Years
Statistic
FDIBX
Category
Alpha (against Standard Index)
-2.99
-0.43
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
1.94
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
20.68
20.52
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.06
N/A
10 Years
Statistic
FDIBX
Category
Alpha (against Standard Index)
1.71
-0.03
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
3.71
0.31
R-squared (against Standard Index)
92
92.22
Standard Deviation
18.48
19.09
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.76
N/A
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