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Fidelity International Discovery (FIGRX)
On
Dec 22
:
29.84
0.13
(0.44%)
MORE ON FIGRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
24.22%
Worst 1 Yr Total Return
(2008)
:
-44.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIGRX
Category
Alpha (against Standard Index)
1.21
0.11
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
-4.44
-0.23
R-squared (against Standard Index)
96
95.97
Standard Deviation
24.33
24.84
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.72
N/A
5 Years
Statistic
FIGRX
Category
Alpha (against Standard Index)
1.29
0.08
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
5.40
0.51
R-squared (against Standard Index)
96
95.66
Standard Deviation
20.27
20.38
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.39
N/A
10 Years
Statistic
FIGRX
Category
Alpha (against Standard Index)
2.53
-0.14
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
4.35
0.28
R-squared (against Standard Index)
93
92.61
Standard Deviation
18.89
18.91
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.40
N/A
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