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Fidelity Advisor Emerging Markets Inc I (FMKIX)
On
Dec 24
:
12.57
0.00
(0.00%)
MORE ON FMKIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
12.71%
Worst 1 Yr Total Return
(2008)
:
-17.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMKIX
Category
Alpha (against Standard Index)
-2.53
-4.50
Beta (against Standard Index)
2.32
2.19
Mean Annual Return
8.14
0.55
R-squared (against Standard Index)
38
36.04
Standard Deviation
15.52
15.18
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.53
N/A
5 Years
Statistic
FMKIX
Category
Alpha (against Standard Index)
2.39
0.49
Beta (against Standard Index)
2.00
1.95
Mean Annual Return
9.89
0.69
R-squared (against Standard Index)
34
35.07
Standard Deviation
12.51
12.20
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.45
N/A
10 Years
Statistic
FMKIX
Category
Alpha (against Standard Index)
5.24
3.95
Beta (against Standard Index)
1.35
1.38
Mean Annual Return
12.76
0.97
R-squared (against Standard Index)
18
21.93
Standard Deviation
11.79
11.30
Sharpe Ratio
0.84
N/A
Treynor Ratio
7.27
N/A
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