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Fidelity Global Balanced (FGBLX)
On
Dec 22
:
20.03
0.02
(0.10%)
MORE ON FGBLX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.77%
Worst 1 Yr Total Return
(2008)
:
-23.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGBLX
Category
Alpha (against Standard Index)
1.86
-0.66
Beta (against Standard Index)
1.07
1.11
Mean Annual Return
2.66
0.10
R-squared (against Standard Index)
92
86.52
Standard Deviation
14.82
15.80
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.36
N/A
5 Years
Statistic
FGBLX
Category
Alpha (against Standard Index)
1.67
0.55
Beta (against Standard Index)
1.08
1.12
Mean Annual Return
6.60
0.51
R-squared (against Standard Index)
91
86.03
Standard Deviation
12.14
13.17
Sharpe Ratio
0.35
N/A
Treynor Ratio
3.36
N/A
10 Years
Statistic
FGBLX
Category
Alpha (against Standard Index)
0.48
1.09
Beta (against Standard Index)
1.10
1.07
Mean Annual Return
5.52
0.55
R-squared (against Standard Index)
88
79.45
Standard Deviation
11.63
12.02
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.36
N/A
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