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Fidelity Advisor Canada I (FICCX)
On
Dec 24
:
48.52
0.27
(0.56%)
MORE ON FICCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-42.66%
Worst 1 Yr Total Return
(2008)
:
-42.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FICCX
Category
Alpha (against Standard Index)
9.22
0.11
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
1.53
-0.23
R-squared (against Standard Index)
76
95.97
Standard Deviation
29.98
24.84
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.68
N/A
5 Years
Statistic
FICCX
Category
Alpha (against Standard Index)
6.05
0.08
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
9.68
0.51
R-squared (against Standard Index)
74
95.66
Standard Deviation
24.66
20.38
Sharpe Ratio
0.38
N/A
Treynor Ratio
6.18
N/A
10 Years
Statistic
FICCX
Category
Alpha (against Standard Index)
11.04
-0.14
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
12.86
0.28
R-squared (against Standard Index)
70
92.61
Standard Deviation
21.99
18.91
Sharpe Ratio
0.53
N/A
Treynor Ratio
9.70
N/A
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