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Fidelity Equity-Income F (FEIFX)
On
Dec 4
:
39.17
0.28
(0.72%)
MORE ON FEIFX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEIFX
Category
Alpha (against Standard Index)
-0.53
-1.05
Beta (against Standard Index)
1.15
1.02
Mean Annual Return
-9.22
-0.55
R-squared (against Standard Index)
98
94.27
Standard Deviation
22.77
20.65
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-10.10
N/A
5 Years
Statistic
FEIFX
Category
Alpha (against Standard Index)
-0.04
0.04
Beta (against Standard Index)
1.14
1.02
Mean Annual Return
-0.33
0.14
R-squared (against Standard Index)
97
93.13
Standard Deviation
18.44
16.85
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.94
N/A
10 Years
Statistic
FEIFX
Category
Alpha (against Standard Index)
2.20
2.54
Beta (against Standard Index)
0.98
0.88
Mean Annual Return
1.17
0.27
R-squared (against Standard Index)
85
80.76
Standard Deviation
16.99
15.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.85
N/A
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