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Tuesday, December 22, 2009, 8:35PM ET - U.S. Markets Closed. Dow Up 0.49% Nasdaq Up 0.67%
Fidelity New Millennium (FMILX)On Dec 22: 24.55  Up 0.21 (0.86%)  
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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):16.48%
Worst 1 Yr Total Return (2008):-40.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFMILXCategory
Alpha (against Standard Index)5.232.05
Beta (against Standard Index)1.131.08
Mean Annual Return-2.29-0.20
R-squared (against Standard Index)9384.21
Standard Deviation23.3423.41
Sharpe Ratio-0.08N/A
Treynor Ratio-4.02N/A
5 Years
StatisticFMILXCategory
Alpha (against Standard Index)3.881.56
Beta (against Standard Index)1.171.11
Mean Annual Return3.720.29
R-squared (against Standard Index)8680.86
Standard Deviation20.2619.91
Sharpe Ratio0.14N/A
Treynor Ratio0.62N/A
10 Years
StatisticFMILXCategory
Alpha (against Standard Index)6.333.33
Beta (against Standard Index)1.291.11
Mean Annual Return2.820.32
R-squared (against Standard Index)5861.70
Standard Deviation27.4623.38
Sharpe Ratio0.13N/A
Treynor Ratio-0.08N/A

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