Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 23, 2009, 5:05AM ET - U.S. Markets open in 4 hours and 25 minutes. Dow Up 0.49% Nasdaq  0.00%
Fidelity Japan (FJPNX)On Dec 22: 10.15  Up 0.03 (0.30%)  
MORE ON FJPNX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:2
Number of Years Down:3
Best 1 Yr Total Return (2005):42.68%
Worst 1 Yr Total Return (2008):-36.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFJPNXCategory
Alpha (against Standard Index)-7.13-12.18
Beta (against Standard Index)0.840.85
Mean Annual Return-11.00-1.18
R-squared (against Standard Index)7877.18
Standard Deviation22.6323.08
Sharpe Ratio-0.50N/A
Treynor Ratio-15.82N/A
5 Years
StatisticFJPNXCategory
Alpha (against Standard Index)-3.90-7.87
Beta (against Standard Index)0.890.89
Mean Annual Return-0.37-0.18
R-squared (against Standard Index)6967.61
Standard Deviation20.8821.38
Sharpe Ratio-0.06N/A
Treynor Ratio-3.80N/A
10 Years
StatisticFJPNXCategory
Alpha (against Standard Index)-5.81-6.57
Beta (against Standard Index)0.910.81
Mean Annual Return-4.62-0.26
R-squared (against Standard Index)5549.19
Standard Deviation21.9521.00
Sharpe Ratio-0.24N/A
Treynor Ratio-8.28N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center