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Fidelity Advisor Emerging Markets I (FIMKX)
On
Dec 24
:
20.83
0.19
(0.92%)
MORE ON FIMKX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
44.59%
Worst 1 Yr Total Return
(2008)
:
-59.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIMKX
Category
Alpha (against Standard Index)
12.51
12.34
Beta (against Standard Index)
1.37
1.29
Mean Annual Return
1.56
0.68
R-squared (against Standard Index)
87
87.47
Standard Deviation
35.10
33.01
Sharpe Ratio
0.16
N/A
Treynor Ratio
-0.52
N/A
5 Years
Statistic
FIMKX
Category
Alpha (against Standard Index)
11.64
9.77
Beta (against Standard Index)
1.41
1.29
Mean Annual Return
15.22
1.39
R-squared (against Standard Index)
85
85.58
Standard Deviation
30.09
27.53
Sharpe Ratio
0.53
N/A
Treynor Ratio
8.65
N/A
10 Years
Statistic
FIMKX
Category
Alpha (against Standard Index)
N/A
9.46
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.10
R-squared (against Standard Index)
N/A
77.00
Standard Deviation
N/A
25.24
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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