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    Fidelity GNMA (FGMNX)

    11.66 Up 0.01(0.09%) Mar 5

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up27
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2000):10.74%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.17%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFGMNXCategory
    Alpha (against Standard Index)0.09-0.71
    Beta (against Standard Index)0.800.81
    Mean Annual Return0.190.15
    R-squared (against Standard Index)73.6382.62
    Standard Deviation2.752.53
    Sharpe Ratio0.820.70
    Treynor Ratio2.802.24
    5 Years
    StatisticFGMNXCategory
    Alpha (against Standard Index)0.55-0.48
    Beta (against Standard Index)0.800.83
    Mean Annual Return0.330.27
    R-squared (against Standard Index)75.0778.75
    Standard Deviation2.612.57
    Sharpe Ratio1.501.28
    Treynor Ratio4.914.07
    10 Years
    StatisticFGMNXCategory
    Alpha (against Standard Index)0.91-0.16
    Beta (against Standard Index)0.750.80
    Mean Annual Return0.410.33
    R-squared (against Standard Index)77.9274.77
    Standard Deviation2.783.09
    Sharpe Ratio1.200.82
    Treynor Ratio4.613.29