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Fidelity Japan (FJPNX)
On
Dec 22
:
10.15
0.03
(0.30%)
MORE ON FJPNX
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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:
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
Statistic
FJPNX
Category
Alpha (against Standard Index)
-7.13
-12.18
Beta (against Standard Index)
0.84
0.85
Mean Annual Return
-11.00
-1.18
R-squared (against Standard Index)
78
77.18
Standard Deviation
22.63
23.08
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-15.82
N/A
5 Years
Statistic
FJPNX
Category
Alpha (against Standard Index)
-3.90
-7.87
Beta (against Standard Index)
0.89
0.89
Mean Annual Return
-0.37
-0.18
R-squared (against Standard Index)
69
67.61
Standard Deviation
20.88
21.38
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.80
N/A
10 Years
Statistic
FJPNX
Category
Alpha (against Standard Index)
-5.81
-6.57
Beta (against Standard Index)
0.91
0.81
Mean Annual Return
-4.62
-0.26
R-squared (against Standard Index)
55
49.19
Standard Deviation
21.95
21.00
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.28
N/A
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