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Fidelity Growth & Income (FGRIX)
On
Dec 22
:
16.10
0.11
(0.69%)
MORE ON FGRIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.71%
Worst 1 Yr Total Return
(2008)
:
-50.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGRIX
Category
Alpha (against Standard Index)
-9.46
0.06
Beta (against Standard Index)
1.16
1.00
Mean Annual Return
-16.01
-0.33
R-squared (against Standard Index)
94
95.82
Standard Deviation
23.73
20.42
Sharpe Ratio
-0.70
N/A
Treynor Ratio
-15.75
N/A
5 Years
Statistic
FGRIX
Category
Alpha (against Standard Index)
-7.30
0.04
Beta (against Standard Index)
1.15
1.01
Mean Annual Return
-7.08
0.17
R-squared (against Standard Index)
94
95.19
Standard Deviation
19.09
16.64
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-8.75
N/A
10 Years
Statistic
FGRIX
Category
Alpha (against Standard Index)
-3.63
0.81
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
-3.96
0.14
R-squared (against Standard Index)
88
91.13
Standard Deviation
15.98
16.39
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-7.45
N/A
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