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Fidelity China Region (FHKCX)
On
Jan 7
:
28.57
0.26
(0.90%)
MORE ON FHKCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
46.26%
Worst 1 Yr Total Return
(2008)
:
-44.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FHKCX
Category
Alpha (against Standard Index)
18.41
17.09
Beta (against Standard Index)
1.12
1.24
Mean Annual Return
10.63
1.10
R-squared (against Standard Index)
70
74.51
Standard Deviation
31.83
34.56
Sharpe Ratio
0.40
N/A
Treynor Ratio
7.49
N/A
5 Years
Statistic
FHKCX
Category
Alpha (against Standard Index)
10.69
11.06
Beta (against Standard Index)
1.08
1.23
Mean Annual Return
14.65
1.48
R-squared (against Standard Index)
69
74.35
Standard Deviation
25.59
28.13
Sharpe Ratio
0.55
N/A
Treynor Ratio
10.79
N/A
10 Years
Statistic
FHKCX
Category
Alpha (against Standard Index)
7.19
8.85
Beta (against Standard Index)
1.06
1.12
Mean Annual Return
8.36
1.04
R-squared (against Standard Index)
67
63.59
Standard Deviation
23.30
25.42
Sharpe Ratio
0.34
N/A
Treynor Ratio
5.15
N/A
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