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Fidelity Nordic (FNORX)
On
Dec 24
:
27.17
0.02
(0.07%)
MORE ON FNORX
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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
(2006)
:
36.67%
Worst 1 Yr Total Return
(2008)
:
-55.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FNORX
Category
Alpha (against Standard Index)
3.87
0.82
Beta (against Standard Index)
1.30
1.08
Mean Annual Return
-5.49
-0.19
R-squared (against Standard Index)
94
91.61
Standard Deviation
31.94
27.22
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-5.99
N/A
5 Years
Statistic
FNORX
Category
Alpha (against Standard Index)
2.29
1.83
Beta (against Standard Index)
1.29
1.08
Mean Annual Return
5.74
0.68
R-squared (against Standard Index)
92
89.97
Standard Deviation
26.41
22.73
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.14
N/A
10 Years
Statistic
FNORX
Category
Alpha (against Standard Index)
3.96
4.96
Beta (against Standard Index)
1.31
1.05
Mean Annual Return
4.47
0.71
R-squared (against Standard Index)
85
78.88
Standard Deviation
25.53
21.81
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.18
N/A
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