Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 22, 2009, 4:52PM ET - U.S. Markets Closed.
Dow
0.49%
Nasdaq
0.67%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Fidelity Japan Smaller Companies (FJSCX)
On
Dec 21
:
8.36
0.02
(0.24%)
MORE ON FJSCX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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)
:
41.36%
Worst 1 Yr Total Return
(2008)
:
-34.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FJSCX
Category
Alpha (against Standard Index)
-8.29
-12.18
Beta (against Standard Index)
0.87
0.85
Mean Annual Return
-12.71
-1.18
R-squared (against Standard Index)
68
77.18
Standard Deviation
25.13
23.08
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-17.18
N/A
5 Years
Statistic
FJSCX
Category
Alpha (against Standard Index)
-8.66
-7.87
Beta (against Standard Index)
0.87
0.89
Mean Annual Return
-5.43
-0.18
R-squared (against Standard Index)
56
67.61
Standard Deviation
22.69
21.38
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-9.71
N/A
10 Years
Statistic
FJSCX
Category
Alpha (against Standard Index)
-5.61
-6.57
Beta (against Standard Index)
0.83
0.81
Mean Annual Return
-5.03
-0.26
R-squared (against Standard Index)
37
49.19
Standard Deviation
24.43
21.00
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-9.58
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center