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    Fidelity Intl Real Estate (FIREX)

    10.27 Down 0.05(0.48%) May 4

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    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
    StatisticFIREXCategory
    Alpha (against Standard Index)-1.47-0.04
    Beta (against Standard Index)0.810.78
    Mean Annual Return0.260.39
    R-squared (against Standard Index)67.0849.02
    Standard Deviation11.8213.46
    Sharpe Ratio0.260.36
    Treynor Ratio2.955.37
    5 Years
    StatisticFIREXCategory
    Alpha (against Standard Index)1.601.87
    Beta (against Standard Index)1.060.92
    Mean Annual Return0.620.62
    R-squared (against Standard Index)75.9767.04
    Standard Deviation16.5915.39
    Sharpe Ratio0.440.49
    Treynor Ratio5.817.22
    10 Years
    StatisticFIREXCategory
    Alpha (against Standard Index)-1.73-0.67
    Beta (against Standard Index)1.131.08
    Mean Annual Return0.340.43
    R-squared (against Standard Index)82.9474.96
    Standard Deviation21.1721.22
    Sharpe Ratio0.150.20
    Treynor Ratio0.751.76