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Fidelity Diversified International (FDIVX)
On
Dec 22
:
27.63
0.11
(0.40%)
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Research Reports
Risk
As of 30-Nov-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
(2006)
:
22.52%
Worst 1 Yr Total Return
(2008)
:
-45.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDIVX
Category
Alpha (against Standard Index)
0.65
1.72
Beta (against Standard Index)
1.04
1.03
Mean Annual Return
-5.44
-0.10
R-squared (against Standard Index)
97
93.99
Standard Deviation
25.30
25.56
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-7.41
N/A
5 Years
Statistic
FDIVX
Category
Alpha (against Standard Index)
0.25
0.68
Beta (against Standard Index)
1.04
1.03
Mean Annual Return
4.26
0.57
R-squared (against Standard Index)
97
93.91
Standard Deviation
20.83
20.91
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
FDIVX
Category
Alpha (against Standard Index)
3.26
-0.08
Beta (against Standard Index)
0.99
1.05
Mean Annual Return
5.16
0.29
R-squared (against Standard Index)
93
87.06
Standard Deviation
18.51
20.42
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.25
N/A
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