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Fidelity Leveraged Company Stock (FLVCX)
On
Dec 28
:
23.24
0.13
(0.56%)
MORE ON FLVCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
24.46%
Worst 1 Yr Total Return
(2008)
:
-54.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLVCX
Category
Alpha (against Standard Index)
5.99
1.45
Beta (against Standard Index)
1.50
1.13
Mean Annual Return
-6.83
-0.27
R-squared (against Standard Index)
75
88.11
Standard Deviation
34.17
23.88
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-6.08
N/A
5 Years
Statistic
FLVCX
Category
Alpha (against Standard Index)
4.72
1.17
Beta (against Standard Index)
1.47
1.15
Mean Annual Return
2.39
0.26
R-squared (against Standard Index)
74
86.34
Standard Deviation
27.51
19.90
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.41
N/A
10 Years
Statistic
FLVCX
Category
Alpha (against Standard Index)
N/A
5.72
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
73.17
Standard Deviation
N/A
19.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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