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Fidelity Equity-Income (FEQIX)
On
Dec 22
:
39.32
0.14
(0.36%)
MORE ON FEQIX
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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)
:
19.81%
Worst 1 Yr Total Return
(2008)
:
-41.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEQIX
Category
Alpha (against Standard Index)
-1.18
-1.37
Beta (against Standard Index)
1.14
1.02
Mean Annual Return
-8.32
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
22.94
20.79
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.28
N/A
5 Years
Statistic
FEQIX
Category
Alpha (against Standard Index)
-0.45
-0.29
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
-0.28
0.14
R-squared (against Standard Index)
97
93.49
Standard Deviation
18.45
16.81
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.89
N/A
10 Years
Statistic
FEQIX
Category
Alpha (against Standard Index)
2.42
2.74
Beta (against Standard Index)
0.98
0.88
Mean Annual Return
1.77
0.31
R-squared (against Standard Index)
86
81.33
Standard Deviation
17.05
15.97
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.18
N/A
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