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Fidelity Canada (FICDX)
On
Dec 22
:
47.84
0.48
(1.01%)
MORE ON FICDX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
35.02%
Worst 1 Yr Total Return
(2008)
:
-42.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FICDX
Category
Alpha (against Standard Index)
9.25
0.11
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
1.56
-0.23
R-squared (against Standard Index)
76
95.97
Standard Deviation
29.98
24.84
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.65
N/A
5 Years
Statistic
FICDX
Category
Alpha (against Standard Index)
6.07
0.08
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
9.70
0.51
R-squared (against Standard Index)
74
95.66
Standard Deviation
24.66
20.38
Sharpe Ratio
0.38
N/A
Treynor Ratio
6.19
N/A
10 Years
Statistic
FICDX
Category
Alpha (against Standard Index)
11.05
-0.14
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
12.87
0.28
R-squared (against Standard Index)
70
92.61
Standard Deviation
21.98
18.91
Sharpe Ratio
0.53
N/A
Treynor Ratio
9.71
N/A
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