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Fidelity Magellan (FMAGX)
On
Dec 22
:
64.15
0.73
(1.15%)
MORE ON FMAGX
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Research Reports
Risk
As of 30-Nov-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)
:
18.83%
Worst 1 Yr Total Return
(2008)
:
-49.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMAGX
Category
Alpha (against Standard Index)
1.96
2.20
Beta (against Standard Index)
1.25
0.99
Mean Annual Return
-6.82
-0.14
R-squared (against Standard Index)
89
88.76
Standard Deviation
26.22
21.04
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.28
N/A
5 Years
Statistic
FMAGX
Category
Alpha (against Standard Index)
-0.41
0.80
Beta (against Standard Index)
1.23
1.01
Mean Annual Return
-0.88
0.24
R-squared (against Standard Index)
88
86.59
Standard Deviation
21.02
17.50
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.14
N/A
10 Years
Statistic
FMAGX
Category
Alpha (against Standard Index)
-0.70
-0.13
Beta (against Standard Index)
1.12
1.04
Mean Annual Return
-2.01
0.05
R-squared (against Standard Index)
91
78.99
Standard Deviation
18.96
19.17
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.42
N/A
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