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Wednesday, December 23, 2009, 10:02AM ET - U.S. Markets close in 5 hours and 58 minutes. Dow Down 0.16% Nasdaq Up 0.15%
Fidelity Magellan (FMAGX)On Dec 22: 64.15  Up 0.73 (1.15%)  
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Risk  As of 30-Nov-09Get 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):18.83%
Worst 1 Yr Total Return (2008):-49.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFMAGXCategory
Alpha (against Standard Index)1.962.20
Beta (against Standard Index)1.250.99
Mean Annual Return-6.82-0.14
R-squared (against Standard Index)8988.76
Standard Deviation26.2221.04
Sharpe Ratio-0.22N/A
Treynor Ratio-7.28N/A
5 Years
StatisticFMAGXCategory
Alpha (against Standard Index)-0.410.80
Beta (against Standard Index)1.231.01
Mean Annual Return-0.880.24
R-squared (against Standard Index)8886.59
Standard Deviation21.0217.50
Sharpe Ratio-0.07N/A
Treynor Ratio-3.14N/A
10 Years
StatisticFMAGXCategory
Alpha (against Standard Index)-0.70-0.13
Beta (against Standard Index)1.121.04
Mean Annual Return-2.010.05
R-squared (against Standard Index)9178.99
Standard Deviation18.9619.17
Sharpe Ratio-0.16N/A
Treynor Ratio-4.42N/A

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