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Fidelity (FFIDX)
On
Nov 30
:
27.86
0.12
(0.43%)
MORE ON FFIDX
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Research Reports
Risk
As of 31-Oct-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
(2007)
:
16.81%
Worst 1 Yr Total Return
(2008)
:
-40.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFIDX
Category
Alpha (against Standard Index)
2.13
0.38
Beta (against Standard Index)
1.03
1.00
Mean Annual Return
-5.43
-0.41
R-squared (against Standard Index)
94
95.50
Standard Deviation
20.70
20.09
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.63
N/A
5 Years
Statistic
FFIDX
Category
Alpha (against Standard Index)
1.24
0.26
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
1.42
0.16
R-squared (against Standard Index)
94
94.84
Standard Deviation
16.80
16.47
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.57
N/A
10 Years
Statistic
FFIDX
Category
Alpha (against Standard Index)
0.95
0.84
Beta (against Standard Index)
1.02
0.97
Mean Annual Return
-0.22
0.11
R-squared (against Standard Index)
90
91.16
Standard Deviation
17.22
16.35
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.14
N/A
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