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Fidelity Large Cap Stock (FLCSX)
On
Nov 30
:
14.67
0.07
(0.48%)
MORE ON FLCSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.09%
Worst 1 Yr Total Return
(2008)
:
-47.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLCSX
Category
Alpha (against Standard Index)
5.18
2.45
Beta (against Standard Index)
1.27
1.00
Mean Annual Return
-5.37
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
25.54
20.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.11
N/A
5 Years
Statistic
FLCSX
Category
Alpha (against Standard Index)
2.26
0.94
Beta (against Standard Index)
1.25
1.01
Mean Annual Return
1.44
0.21
R-squared (against Standard Index)
94
86.37
Standard Deviation
20.48
17.46
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.26
N/A
10 Years
Statistic
FLCSX
Category
Alpha (against Standard Index)
-0.31
0.18
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-1.99
0.04
R-squared (against Standard Index)
88
78.62
Standard Deviation
18.84
19.22
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.50
N/A
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