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

    13.50 Down 0.08(0.59%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up4
    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
    Alpha (against Standard Index)-0.80-0.23
    Beta (against Standard Index)1.020.89
    Mean Annual Return0.210.23
    R-squared (against Standard Index)91.5479.87
    Standard Deviation4.033.81
    Sharpe Ratio0.420.49
    Treynor Ratio1.572.02
    5 Years
    Alpha (against Standard Index)-0.390.24
    Beta (against Standard Index)0.940.80
    Mean Annual Return0.310.33
    R-squared (against Standard Index)88.2777.35
    Standard Deviation3.583.25
    Sharpe Ratio0.820.96
    Treynor Ratio3.103.97
    10 Years
    Alpha (against Standard Index)N/A0.31
    Beta (against Standard Index)N/A0.72
    Mean Annual ReturnN/A0.34
    R-squared (against Standard Index)N/A68.01
    Standard DeviationN/A3.39
    Sharpe RatioN/A0.74
    Treynor RatioN/A3.60