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    More On FIDELITYPRIV…


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

    13.90 0.00(0.00%) Dec 24

    Risk as of Nov 29, 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)-1.07-0.10
    Beta (against Standard Index)0.990.87
    Mean Annual Return0.240.29
    R-squared (against Standard Index)98.8790.39
    Standard Deviation3.233.05
    Sharpe Ratio0.620.87
    Treynor Ratio2.003.10
    5 Years
    StatisticFIDELITYPRIV.TOCategory
    Alpha (against Standard Index)N/A-0.26
    Beta (against Standard Index)N/A0.83
    Mean Annual ReturnN/A0.34
    R-squared (against Standard Index)N/A90.27
    Standard DeviationN/A2.98
    Sharpe RatioN/A1.11
    Treynor RatioN/A4.10
    10 Years
    StatisticFIDELITYPRIV.TOCategory
    Alpha (against Standard Index)N/A-0.67
    Beta (against Standard Index)N/A0.88
    Mean Annual ReturnN/A0.35
    R-squared (against Standard Index)N/A86.20
    Standard DeviationN/A3.25
    Sharpe RatioN/A0.74
    Treynor RatioN/A2.81