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Fidelity Advisor Communications Equip B (FDMBX)
On
Dec 24
:
7.68
0.04
(0.52%)
MORE ON FDMBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
14.22%
Worst 1 Yr Total Return
(2008)
:
-50.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDMBX
Category
Alpha (against Standard Index)
8.52
-0.99
Beta (against Standard Index)
1.43
1.23
Mean Annual Return
-3.34
-0.53
R-squared (against Standard Index)
75
74.01
Standard Deviation
32.59
29.46
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.93
N/A
5 Years
Statistic
FDMBX
Category
Alpha (against Standard Index)
1.84
-0.51
Beta (against Standard Index)
1.45
1.27
Mean Annual Return
-0.44
0.11
R-squared (against Standard Index)
70
71.94
Standard Deviation
27.77
24.83
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.36
N/A
10 Years
Statistic
FDMBX
Category
Alpha (against Standard Index)
N/A
-2.37
Beta (against Standard Index)
N/A
1.32
Mean Annual Return
N/A
-0.19
R-squared (against Standard Index)
N/A
69.14
Standard Deviation
N/A
25.69
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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