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Fidelity Advisor Asset Manager 50% C (FFCMX)
On
Dec 4
:
13.70
0.01
(0.07%)
MORE ON FFCMX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.20%
Worst 1 Yr Total Return
(2008)
:
-28.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFCMX
Category
Alpha (against Standard Index)
-2.05
-2.88
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
-1.71
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
14.00
14.69
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-3.96
N/A
5 Years
Statistic
FFCMX
Category
Alpha (against Standard Index)
-2.99
-2.47
Beta (against Standard Index)
1.01
1.06
Mean Annual Return
1.55
0.23
R-squared (against Standard Index)
94
92.52
Standard Deviation
11.15
11.89
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.46
N/A
10 Years
Statistic
FFCMX
Category
Alpha (against Standard Index)
-2.89
-2.17
Beta (against Standard Index)
1.01
1.05
Mean Annual Return
1.75
0.26
R-squared (against Standard Index)
90
86.72
Standard Deviation
10.55
11.31
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-1.21
N/A
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