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Fidelity Four-in-One Index (FFNOX)
On
Jan 5
:
24.70
0.07
(0.28%)
MORE ON FFNOX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.43%
Worst 1 Yr Total Return
(2008)
:
-32.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFNOX
Category
Alpha (against Standard Index)
1.05
0.06
Beta (against Standard Index)
0.90
1.00
Mean Annual Return
-3.87
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
18.06
20.42
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-6.80
N/A
5 Years
Statistic
FFNOX
Category
Alpha (against Standard Index)
1.16
0.04
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
2.20
0.17
R-squared (against Standard Index)
98
95.19
Standard Deviation
14.64
16.64
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.87
N/A
10 Years
Statistic
FFNOX
Category
Alpha (against Standard Index)
1.43
0.81
Beta (against Standard Index)
0.87
0.96
Mean Annual Return
1.45
0.14
R-squared (against Standard Index)
96
91.13
Standard Deviation
14.29
16.39
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.71
N/A
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