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Fidelity Advisor Asset Manager 50% T (FFTMX)
On
Jan 7
:
14.07
0.00
(0.00%)
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Research Reports
Risk
As of 30-Nov-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)
:
5.80%
Worst 1 Yr Total Return
(2008)
:
-28.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFTMX
Category
Alpha (against Standard Index)
-1.66
-2.96
Beta (against Standard Index)
1.04
1.07
Mean Annual Return
-0.79
-0.09
R-squared (against Standard Index)
95
93.10
Standard Deviation
14.08
14.78
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.95
N/A
5 Years
Statistic
FFTMX
Category
Alpha (against Standard Index)
-2.43
-2.53
Beta (against Standard Index)
1.01
1.06
Mean Annual Return
2.27
0.24
R-squared (against Standard Index)
94
92.17
Standard Deviation
11.19
11.94
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.71
N/A
10 Years
Statistic
FFTMX
Category
Alpha (against Standard Index)
-2.53
-2.27
Beta (against Standard Index)
1.01
1.06
Mean Annual Return
2.30
0.27
R-squared (against Standard Index)
90
86.88
Standard Deviation
10.57
11.38
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.63
N/A
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