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Fidelity Advisor China Region B (FHKBX)
On
Jan 5
:
28.40
0.27
(0.96%)
MORE ON FHKBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FHKBX
Category
Alpha (against Standard Index)
17.38
17.09
Beta (against Standard Index)
1.12
1.24
Mean Annual Return
9.51
1.10
R-squared (against Standard Index)
70
74.51
Standard Deviation
31.82
34.56
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.49
N/A
5 Years
Statistic
FHKBX
Category
Alpha (against Standard Index)
9.67
11.06
Beta (against Standard Index)
1.08
1.23
Mean Annual Return
13.50
1.48
R-squared (against Standard Index)
69
74.35
Standard Deviation
25.58
28.13
Sharpe Ratio
0.51
N/A
Treynor Ratio
9.73
N/A
10 Years
Statistic
FHKBX
Category
Alpha (against Standard Index)
6.18
8.85
Beta (against Standard Index)
1.06
1.12
Mean Annual Return
7.28
1.04
R-squared (against Standard Index)
67
63.59
Standard Deviation
23.28
25.42
Sharpe Ratio
0.29
N/A
Treynor Ratio
4.12
N/A
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