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Tuesday, December 1, 2009, 9:39PM ET - U.S. Markets Closed.
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Fidelity Small Cap Independence (FDSCX)
On
Dec 1
:
13.10
0.20
(1.55%)
MORE ON FDSCX
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Research Reports
Risk
As of 31-Oct-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
(2004)
:
15.02%
Worst 1 Yr Total Return
(2008)
:
-46.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDSCX
Category
Alpha (against Standard Index)
0.38
1.71
Beta (against Standard Index)
1.30
1.15
Mean Annual Return
-10.40
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
27.09
24.28
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.88
N/A
5 Years
Statistic
FDSCX
Category
Alpha (against Standard Index)
1.06
1.12
Beta (against Standard Index)
1.33
1.19
Mean Annual Return
-0.47
0.21
R-squared (against Standard Index)
84
81.02
Standard Deviation
23.12
21.15
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.63
N/A
10 Years
Statistic
FDSCX
Category
Alpha (against Standard Index)
4.69
5.25
Beta (against Standard Index)
0.97
1.18
Mean Annual Return
3.07
0.43
R-squared (against Standard Index)
59
56.73
Standard Deviation
20.36
25.52
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.10
N/A
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