Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 25, 2009, 6:23PM ET - U.S. Markets Closed for Christmas.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Fidelity Advisor Consumer Staples T (FDTGX)
On
Dec 24
:
60.67
0.18
(0.30%)
MORE ON FDTGX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
20.85%
Worst 1 Yr Total Return
(2008)
:
-22.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDTGX
Category
Alpha (against Standard Index)
8.09
4.22
Beta (against Standard Index)
0.70
0.81
Mean Annual Return
4.84
0.12
R-squared (against Standard Index)
77
81.19
Standard Deviation
15.84
17.83
Sharpe Ratio
0.24
N/A
Treynor Ratio
3.69
N/A
5 Years
Statistic
FDTGX
Category
Alpha (against Standard Index)
6.34
2.13
Beta (against Standard Index)
0.69
0.80
Mean Annual Return
8.10
0.36
R-squared (against Standard Index)
74
77.50
Standard Deviation
12.78
14.49
Sharpe Ratio
0.45
N/A
Treynor Ratio
7.45
N/A
10 Years
Statistic
FDTGX
Category
Alpha (against Standard Index)
6.39
4.57
Beta (against Standard Index)
0.48
0.64
Mean Annual Return
7.67
0.51
R-squared (against Standard Index)
36
51.61
Standard Deviation
12.94
14.36
Sharpe Ratio
0.42
N/A
Treynor Ratio
9.90
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center