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Fidelity Advisor Diversified Stock A (FDTOX)
On
Jan 5
:
12.79
0.08
(0.63%)
MORE ON FDTOX
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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
(2005)
:
11.48%
Worst 1 Yr Total Return
(2008)
:
-47.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDTOX
Category
Alpha (against Standard Index)
2.14
2.20
Beta (against Standard Index)
1.26
0.99
Mean Annual Return
-6.59
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
25.78
21.04
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.01
N/A
5 Years
Statistic
FDTOX
Category
Alpha (against Standard Index)
0.82
0.80
Beta (against Standard Index)
1.25
1.01
Mean Annual Return
0.42
0.24
R-squared (against Standard Index)
93
86.59
Standard Deviation
20.73
17.50
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.05
N/A
10 Years
Statistic
FDTOX
Category
Alpha (against Standard Index)
-2.82
-0.13
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-4.00
0.05
R-squared (against Standard Index)
89
78.99
Standard Deviation
18.78
19.17
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.30
N/A
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