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

13.98 Down 0.06(0.43%) Aug 29

Risk as of Jul 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)-1.13-0.20
Beta (against Standard Index)0.950.82
Mean Annual Return0.260.30
R-squared (against Standard Index)97.1086.72
Standard Deviation3.232.95
Sharpe Ratio0.670.91
Treynor Ratio2.243.40
5 Years
StatisticFIDELITYPRIV.TOCategory
Alpha (against Standard Index)N/A-0.07
Beta (against Standard Index)N/A0.84
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A90.09
Standard DeviationN/A2.99
Sharpe RatioN/A1.24
Treynor RatioN/A4.56
10 Years
StatisticFIDELITYPRIV.TOCategory
Alpha (against Standard Index)N/A-0.67
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.36
R-squared (against Standard Index)N/A85.95
Standard DeviationN/A3.24
Sharpe RatioN/A0.76
Treynor RatioN/A2.91