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Fidelity Floating Rate High Income (FFRHX)
On
Jan 6
:
9.48
0.01
(0.11%)
MORE ON FFRHX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
6.41%
Worst 1 Yr Total Return
(2008)
:
-16.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFRHX
Category
Alpha (against Standard Index)
-0.38
-3.49
Beta (against Standard Index)
0.33
0.17
Mean Annual Return
2.77
-0.05
R-squared (against Standard Index)
2
0.47
Standard Deviation
9.65
13.94
Sharpe Ratio
0.10
N/A
Treynor Ratio
1.51
N/A
5 Years
Statistic
FFRHX
Category
Alpha (against Standard Index)
0.36
-1.49
Beta (against Standard Index)
0.25
0.10
Mean Annual Return
3.71
0.14
R-squared (against Standard Index)
2
0.39
Standard Deviation
7.45
10.59
Sharpe Ratio
0.13
N/A
Treynor Ratio
2.89
N/A
10 Years
Statistic
FFRHX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
-0.02
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
0.04
Standard Deviation
N/A
7.92
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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