Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 23, 2009, 9:14AM ET - U.S. Markets open in 16 mins..
Dow
0.49%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Fidelity Pacific Basin (FPBFX)
On
Dec 22
:
19.73
0.06
(0.31%)
MORE ON FPBFX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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
(2005)
:
32.52%
Worst 1 Yr Total Return
(2008)
:
-55.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FPBFX
Category
Alpha (against Standard Index)
5.64
3.17
Beta (against Standard Index)
1.33
0.99
Mean Annual Return
-4.22
0.04
R-squared (against Standard Index)
92
89.59
Standard Deviation
33.16
25.02
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-4.89
N/A
5 Years
Statistic
FPBFX
Category
Alpha (against Standard Index)
3.07
2.45
Beta (against Standard Index)
1.31
1.00
Mean Annual Return
6.49
0.71
R-squared (against Standard Index)
90
87.52
Standard Deviation
27.09
21.09
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.68
N/A
10 Years
Statistic
FPBFX
Category
Alpha (against Standard Index)
0.37
0.67
Beta (against Standard Index)
1.17
0.98
Mean Annual Return
1.22
0.35
R-squared (against Standard Index)
80
76.17
Standard Deviation
23.49
20.26
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.47
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center