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Fidelity Advisor Equity Income B (FEIBX)
On
Jan 7
:
21.36
0.20
(0.95%)
MORE ON FEIBX
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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
(2006)
:
16.12%
Worst 1 Yr Total Return
(2008)
:
-41.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEIBX
Category
Alpha (against Standard Index)
-2.54
-1.37
Beta (against Standard Index)
1.10
1.02
Mean Annual Return
-9.18
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
22.16
20.79
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.40
N/A
5 Years
Statistic
FEIBX
Category
Alpha (against Standard Index)
-1.65
-0.29
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
-1.34
0.14
R-squared (against Standard Index)
97
93.49
Standard Deviation
17.91
16.81
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.94
N/A
10 Years
Statistic
FEIBX
Category
Alpha (against Standard Index)
2.18
2.74
Beta (against Standard Index)
0.96
0.88
Mean Annual Return
1.64
0.31
R-squared (against Standard Index)
87
81.33
Standard Deviation
16.61
15.97
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.34
N/A
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