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Fidelity Advisor Communications Equip I (FDMIX)
On
Dec 24
:
8.41
0.05
(0.60%)
MORE ON FDMIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
15.37%
Worst 1 Yr Total Return
(2008)
:
-49.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDMIX
Category
Alpha (against Standard Index)
9.46
-0.99
Beta (against Standard Index)
1.42
1.23
Mean Annual Return
-2.35
-0.53
R-squared (against Standard Index)
75
74.01
Standard Deviation
32.49
29.46
Sharpe Ratio
0.02
N/A
Treynor Ratio
-3.25
N/A
5 Years
Statistic
FDMIX
Category
Alpha (against Standard Index)
2.81
-0.51
Beta (against Standard Index)
1.45
1.27
Mean Annual Return
0.56
0.11
R-squared (against Standard Index)
70
71.94
Standard Deviation
27.72
24.83
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.68
N/A
10 Years
Statistic
FDMIX
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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