Dow Down0.38% Nasdaq Down0.28%

Fidelity Value (FDVLX)

114.32 Up 0.11(0.10%) Aug 27

Risk as of Jul 30, 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)-2.04-3.51
Beta (against Standard Index)1.201.16
Mean Annual Return1.461.30
R-squared (against Standard Index)92.8090.30
Standard Deviation15.1414.98
Sharpe Ratio1.151.04
Treynor Ratio14.7713.31
5 Years
StatisticFDVLXCategory
Alpha (against Standard Index)-1.22-1.18
Beta (against Standard Index)1.221.13
Mean Annual Return1.571.45
R-squared (against Standard Index)92.0289.87
Standard Deviation16.7115.71
Sharpe Ratio1.121.11
Treynor Ratio15.4515.46
10 Years
StatisticFDVLXCategory
Alpha (against Standard Index)-0.150.40
Beta (against Standard Index)1.321.16
Mean Annual Return0.910.86
R-squared (against Standard Index)91.3289.23
Standard Deviation20.2218.01
Sharpe Ratio0.460.49
Treynor Ratio5.806.53