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    Fidelity Value (FDVLX)

    113.97 Up 0.17(0.15%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up29
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2009):44.08%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.52%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFDVLXCategory
    Alpha (against Standard Index)-0.03-2.30
    Beta (against Standard Index)1.101.08
    Mean Annual Return1.791.56
    R-squared (against Standard Index)85.8782.16
    Standard Deviation10.7610.78
    Sharpe Ratio1.991.75
    Treynor Ratio20.8818.39
    5 Years
    StatisticFDVLXCategory
    Alpha (against Standard Index)-1.52-1.72
    Beta (against Standard Index)1.211.13
    Mean Annual Return1.461.34
    R-squared (against Standard Index)93.0590.16
    Standard Deviation16.2715.53
    Sharpe Ratio1.071.04
    Treynor Ratio14.3514.11
    10 Years
    StatisticFDVLXCategory
    Alpha (against Standard Index)-0.92-0.30
    Beta (against Standard Index)1.321.16
    Mean Annual Return0.860.81
    R-squared (against Standard Index)91.3489.01
    Standard Deviation20.2418.09
    Sharpe Ratio0.430.46
    Treynor Ratio5.306.00