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Thursday, December 24, 2009, 10:07PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Fidelity Ginnie Mae (FGMNX)On Dec 24: 11.36  Down 0.02 (0.18%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2008):7.12%
Worst 1 Yr Total Return (2005):2.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFGMNXCategory
Alpha (against Standard Index)2.280.23
Beta (against Standard Index)0.660.76
Mean Annual Return7.390.46
R-squared (against Standard Index)7464.12
Standard Deviation3.043.94
Sharpe Ratio1.55N/A
Treynor Ratio7.75N/A
5 Years
StatisticFGMNXCategory
Alpha (against Standard Index)1.13-0.23
Beta (against Standard Index)0.710.78
Mean Annual Return5.940.39
R-squared (against Standard Index)7969.48
Standard Deviation2.793.41
Sharpe Ratio0.98N/A
Treynor Ratio4.19N/A
10 Years
StatisticFGMNXCategory
Alpha (against Standard Index)0.96-0.47
Beta (against Standard Index)0.630.84
Mean Annual Return6.160.44
R-squared (against Standard Index)7878.01
Standard Deviation2.683.66
Sharpe Ratio1.16N/A
Treynor Ratio5.11N/A

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