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Monday, December 28, 2009, 2:59PM ET - U.S. Markets close in 1 hour and 1 minute. Dow Down 0.04% Nasdaq Down 0.04%
Fidelity Exchange (FDLEX)On Dec 24: 290.08  Up 1.05 (0.36%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):19.49%
Worst 1 Yr Total Return (2008):-29.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFDLEXCategory
Alpha (against Standard Index)3.190.06
Beta (against Standard Index)0.821.00
Mean Annual Return-1.09-0.33
R-squared (against Standard Index)9495.82
Standard Deviation16.8420.42
Sharpe Ratio-0.11N/A
Treynor Ratio-4.08N/A
5 Years
StatisticFDLEXCategory
Alpha (against Standard Index)3.040.04
Beta (against Standard Index)0.831.01
Mean Annual Return4.340.17
R-squared (against Standard Index)9495.19
Standard Deviation13.8016.64
Sharpe Ratio0.17N/A
Treynor Ratio1.63N/A
10 Years
StatisticFDLEXCategory
Alpha (against Standard Index)2.050.81
Beta (against Standard Index)0.780.96
Mean Annual Return2.390.14
R-squared (against Standard Index)8991.13
Standard Deviation13.4216.39
Sharpe Ratio0.03N/A
Treynor Ratio-0.69N/A

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