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    Fidelity GNMA (FGMNX)

    11.63 Down 0.01(0.09%) May 2

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up28
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2002):8.67%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.17%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFGMNXCategory
    Alpha (against Standard Index)0.14-0.50
    Beta (against Standard Index)0.820.79
    Mean Annual Return0.180.13
    R-squared (against Standard Index)76.0381.84
    Standard Deviation2.822.62
    Sharpe Ratio0.760.56
    Treynor Ratio2.591.87
    5 Years
    StatisticFGMNXCategory
    Alpha (against Standard Index)0.41-0.31
    Beta (against Standard Index)0.790.79
    Mean Annual Return0.280.22
    R-squared (against Standard Index)75.9679.64
    Standard Deviation2.502.46
    Sharpe Ratio1.321.08
    Treynor Ratio4.243.43
    10 Years
    StatisticFGMNXCategory
    Alpha (against Standard Index)1.05-0.03
    Beta (against Standard Index)0.740.79
    Mean Annual Return0.410.34
    R-squared (against Standard Index)75.8573.25
    Standard Deviation2.723.03
    Sharpe Ratio1.401.00
    Treynor Ratio5.283.93