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Fidelity OTC (FOCPX)
On
Dec 22
:
45.40
0.50
(1.11%)
MORE ON FOCPX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
26.14%
Worst 1 Yr Total Return
(2008)
:
-45.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FOCPX
Category
Alpha (against Standard Index)
8.58
2.20
Beta (against Standard Index)
1.15
0.99
Mean Annual Return
0.38
-0.14
R-squared (against Standard Index)
77
88.76
Standard Deviation
25.79
21.04
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.65
N/A
5 Years
Statistic
FOCPX
Category
Alpha (against Standard Index)
5.31
0.80
Beta (against Standard Index)
1.19
1.01
Mean Annual Return
4.85
0.24
R-squared (against Standard Index)
75
86.59
Standard Deviation
21.86
17.50
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.57
N/A
10 Years
Statistic
FOCPX
Category
Alpha (against Standard Index)
2.99
-0.13
Beta (against Standard Index)
1.34
1.04
Mean Annual Return
-0.78
0.05
R-squared (against Standard Index)
62
78.99
Standard Deviation
27.53
19.17
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.76
N/A
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