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Fidelity Equity-Income II (FEQTX)
On
Dec 22
:
16.40
0.06
(0.37%)
MORE ON FEQTX
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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)
:
13.73%
Worst 1 Yr Total Return
(2008)
:
-40.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEQTX
Category
Alpha (against Standard Index)
-1.19
-1.37
Beta (against Standard Index)
1.10
1.02
Mean Annual Return
-7.92
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
22.15
20.79
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.27
N/A
5 Years
Statistic
FEQTX
Category
Alpha (against Standard Index)
-1.50
-0.29
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
-1.19
0.14
R-squared (against Standard Index)
97
93.49
Standard Deviation
17.92
16.81
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.81
N/A
10 Years
Statistic
FEQTX
Category
Alpha (against Standard Index)
1.95
2.74
Beta (against Standard Index)
0.97
0.88
Mean Annual Return
1.34
0.31
R-squared (against Standard Index)
88
81.33
Standard Deviation
16.80
15.97
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.63
N/A
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