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Fidelity International Small Cap (FISMX)
On
Dec 22
:
17.22
0.02
(0.12%)
MORE ON FISMX
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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
(2005)
:
29.47%
Worst 1 Yr Total Return
(2008)
:
-46.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FISMX
Category
Alpha (against Standard Index)
3.59
1.55
Beta (against Standard Index)
1.08
1.10
Mean Annual Return
-3.36
-0.14
R-squared (against Standard Index)
89
90.55
Standard Deviation
27.35
27.91
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-5.20
N/A
5 Years
Statistic
FISMX
Category
Alpha (against Standard Index)
2.51
2.92
Beta (against Standard Index)
1.11
1.12
Mean Annual Return
6.25
0.78
R-squared (against Standard Index)
87
89.30
Standard Deviation
23.32
23.42
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.95
N/A
10 Years
Statistic
FISMX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
77.33
Standard Deviation
N/A
23.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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