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Fidelity Latin America (FLATX)
On
Dec 22
:
50.55
0.56
(1.12%)
MORE ON FLATX
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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)
:
55.17%
Worst 1 Yr Total Return
(2008)
:
-54.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLATX
Category
Alpha (against Standard Index)
20.62
23.15
Beta (against Standard Index)
1.34
1.46
Mean Annual Return
9.62
1.51
R-squared (against Standard Index)
78
80.33
Standard Deviation
36.23
39.04
Sharpe Ratio
0.39
N/A
Treynor Ratio
5.49
N/A
5 Years
Statistic
FLATX
Category
Alpha (against Standard Index)
20.25
20.85
Beta (against Standard Index)
1.41
1.46
Mean Annual Return
24.60
2.36
R-squared (against Standard Index)
75
76.35
Standard Deviation
31.92
32.76
Sharpe Ratio
0.77
N/A
Treynor Ratio
15.35
N/A
10 Years
Statistic
FLATX
Category
Alpha (against Standard Index)
16.28
17.15
Beta (against Standard Index)
1.40
1.43
Mean Annual Return
16.55
1.75
R-squared (against Standard Index)
71
72.37
Standard Deviation
29.99
30.37
Sharpe Ratio
0.57
N/A
Treynor Ratio
9.71
N/A
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