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Fidelity Prm Fixed Inc Cap Yl Priv Pl S5 (FIDELITYPRIV.TO)

13.93 Up 0.01(0.07%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2011):7.69%
Worst 1 Yr Total Return(Dec 30, 2013):-2.48%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFIDELITYPRIV.TOCategory
Alpha (against Standard Index)-1.18-0.19
Beta (against Standard Index)0.970.86
Mean Annual Return0.220.28
R-squared (against Standard Index)98.0389.03
Standard Deviation3.173.00
Sharpe Ratio0.550.81
Treynor Ratio1.772.88
5 Years
StatisticFIDELITYPRIV.TOCategory
Alpha (against Standard Index)N/A-0.27
Beta (against Standard Index)N/A0.84
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A90.84
Standard DeviationN/A2.99
Sharpe RatioN/A1.11
Treynor RatioN/A4.07
10 Years
StatisticFIDELITYPRIV.TOCategory
Alpha (against Standard Index)N/A-0.66
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A86.11
Standard DeviationN/A3.24
Sharpe RatioN/A0.72
Treynor RatioN/A2.72