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Fidelity Select Leisure (FDLSX)
On
Dec 4
:
65.58
0.69
(1.06%)
MORE ON FDLSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.50%
Worst 1 Yr Total Return
(2008)
:
-29.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDLSX
Category
Alpha (against Standard Index)
3.31
-1.36
Beta (against Standard Index)
0.96
1.15
Mean Annual Return
-3.84
-0.65
R-squared (against Standard Index)
80
80.99
Standard Deviation
21.00
24.90
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.50
N/A
5 Years
Statistic
FDLSX
Category
Alpha (against Standard Index)
2.33
-1.48
Beta (against Standard Index)
0.99
1.17
Mean Annual Return
2.30
-0.01
R-squared (against Standard Index)
74
78.25
Standard Deviation
18.38
21.00
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.73
N/A
10 Years
Statistic
FDLSX
Category
Alpha (against Standard Index)
3.24
0.75
Beta (against Standard Index)
1.03
0.98
Mean Annual Return
1.68
0.10
R-squared (against Standard Index)
75
70.96
Standard Deviation
19.20
18.84
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.25
N/A
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