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Fidelity Overseas (FOSFX)
On
Dec 22
:
30.58
0.08
(0.26%)
MORE ON FOSFX
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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
(2007)
:
21.82%
Worst 1 Yr Total Return
(2008)
:
-47.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FOSFX
Category
Alpha (against Standard Index)
-0.31
0.11
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-6.48
-0.23
R-squared (against Standard Index)
96
95.97
Standard Deviation
25.70
24.84
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.30
N/A
5 Years
Statistic
FOSFX
Category
Alpha (against Standard Index)
-0.48
0.08
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
3.47
0.51
R-squared (against Standard Index)
96
95.66
Standard Deviation
21.43
20.38
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.46
N/A
10 Years
Statistic
FOSFX
Category
Alpha (against Standard Index)
-0.62
-0.14
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
0.95
0.28
R-squared (against Standard Index)
94
92.61
Standard Deviation
19.91
18.91
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.84
N/A
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