• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.11% Nasdaq Up0.01%

    Fidelity International Real Estate (FIREX)

    10.09 Down 0.02(0.20%) Nov 24

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2012):44.16%
    Worst 1 Yr Total Return(Dec 30, 2008):-50.52%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.280.21
    Beta (against Standard Index)0.780.72
    Mean Annual Return0.850.62
    R-squared (against Standard Index)54.4941.69
    Standard Deviation11.5012.17
    Sharpe Ratio0.880.62
    Treynor Ratio12.6710.05
    5 Years
    Alpha (against Standard Index)-0.570.40
    Beta (against Standard Index)1.070.91
    Mean Annual Return0.690.66
    R-squared (against Standard Index)74.9365.82
    Standard Deviation16.5514.98
    Sharpe Ratio0.500.54
    Treynor Ratio6.658.00
    10 Years
    Alpha (against Standard Index)-1.25-0.44
    Beta (against Standard Index)1.141.09
    Mean Annual Return0.540.59
    R-squared (against Standard Index)81.8773.96
    Standard Deviation21.1721.32
    Sharpe Ratio0.250.27
    Treynor Ratio2.713.34