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Fidelity New Millennium (FMILX)
On
Dec 22
:
24.55
0.21
(0.86%)
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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)
:
16.48%
Worst 1 Yr Total Return
(2008)
:
-40.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMILX
Category
Alpha (against Standard Index)
5.23
2.05
Beta (against Standard Index)
1.13
1.08
Mean Annual Return
-2.29
-0.20
R-squared (against Standard Index)
93
84.21
Standard Deviation
23.34
23.41
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.02
N/A
5 Years
Statistic
FMILX
Category
Alpha (against Standard Index)
3.88
1.56
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
3.72
0.29
R-squared (against Standard Index)
86
80.86
Standard Deviation
20.26
19.91
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.62
N/A
10 Years
Statistic
FMILX
Category
Alpha (against Standard Index)
6.33
3.33
Beta (against Standard Index)
1.29
1.11
Mean Annual Return
2.82
0.32
R-squared (against Standard Index)
58
61.70
Standard Deviation
27.46
23.38
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.08
N/A
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