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Fidelity Mid-Cap Stock (FMCSX)
On
Dec 22
:
23.59
0.20
(0.86%)
MORE ON FMCSX
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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
(2005)
:
16.07%
Worst 1 Yr Total Return
(2008)
:
-45.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMCSX
Category
Alpha (against Standard Index)
2.98
2.05
Beta (against Standard Index)
1.24
1.08
Mean Annual Return
-6.08
-0.20
R-squared (against Standard Index)
83
84.21
Standard Deviation
27.08
23.41
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.72
N/A
5 Years
Statistic
FMCSX
Category
Alpha (against Standard Index)
3.70
1.56
Beta (against Standard Index)
1.27
1.11
Mean Annual Return
2.87
0.29
R-squared (against Standard Index)
81
80.86
Standard Deviation
22.58
19.91
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.09
N/A
10 Years
Statistic
FMCSX
Category
Alpha (against Standard Index)
6.48
3.33
Beta (against Standard Index)
1.05
1.11
Mean Annual Return
4.50
0.32
R-squared (against Standard Index)
52
61.70
Standard Deviation
23.42
23.38
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.50
N/A
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