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    More On FIDELITYPRIV…


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

    14.30 Up 0.09(0.63%) Jan 21

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    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)-1.12-0.16
    Beta (against Standard Index)0.980.88
    Mean Annual Return0.210.27
    R-squared (against Standard Index)98.7590.20
    Standard Deviation3.132.99
    Sharpe Ratio0.500.76
    Treynor Ratio1.582.65
    5 Years
    StatisticFIDELITYPRIV.TOCategory
    Alpha (against Standard Index)N/A-0.30
    Beta (against Standard Index)N/A0.83
    Mean Annual ReturnN/A0.37
    R-squared (against Standard Index)N/A89.72
    Standard DeviationN/A2.89
    Sharpe RatioN/A1.24
    Treynor RatioN/A4.46
    10 Years
    StatisticFIDELITYPRIV.TOCategory
    Alpha (against Standard Index)N/A-0.70
    Beta (against Standard Index)N/A0.87
    Mean Annual ReturnN/A0.35
    R-squared (against Standard Index)N/A86.29
    Standard DeviationN/A3.23
    Sharpe RatioN/A0.72
    Treynor RatioN/A2.72