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Fidelity Puritan (FPURX)
On
Nov 27
:
15.89
0.17
(1.06%)
MORE ON FPURX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.78%
Worst 1 Yr Total Return
(2008)
:
-29.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FPURX
Category
Alpha (against Standard Index)
-2.83
-2.88
Beta (against Standard Index)
1.06
1.08
Mean Annual Return
-2.51
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
14.18
14.69
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.66
N/A
5 Years
Statistic
FPURX
Category
Alpha (against Standard Index)
-1.98
-2.47
Beta (against Standard Index)
1.05
1.06
Mean Annual Return
2.63
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
11.52
11.89
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.38
N/A
10 Years
Statistic
FPURX
Category
Alpha (against Standard Index)
-0.92
-2.17
Beta (against Standard Index)
0.99
1.05
Mean Annual Return
3.73
0.26
R-squared (against Standard Index)
89
86.72
Standard Deviation
10.44
11.31
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.77
N/A
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