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Saturday, December 26, 2009, 9:28AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Fidelity Mortgage Secs (FMSFX)On Dec 24: 10.48  Down 0.01 (0.10%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):4.86%
Worst 1 Yr Total Return (2007):-0.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFMSFXCategory
Alpha (against Standard Index)-0.73-1.73
Beta (against Standard Index)0.511.02
Mean Annual Return3.620.39
R-squared (against Standard Index)4659.65
Standard Deviation2.825.93
Sharpe Ratio0.43N/A
Treynor Ratio2.62N/A
5 Years
StatisticFMSFXCategory
Alpha (against Standard Index)-0.57-1.13
Beta (against Standard Index)0.570.98
Mean Annual Return3.810.35
R-squared (against Standard Index)5661.85
Standard Deviation2.594.90
Sharpe Ratio0.30N/A
Treynor Ratio1.45N/A
10 Years
StatisticFMSFXCategory
Alpha (against Standard Index)0.32-0.67
Beta (against Standard Index)0.610.96
Mean Annual Return5.400.46
R-squared (against Standard Index)7070.95
Standard Deviation2.704.48
Sharpe Ratio0.88N/A
Treynor Ratio4.07N/A

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