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Fidelity Real Estate Investment Port (FRESX)

40.07 Up 0.29(0.73%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up21
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2004):34.15%
Worst 1 Yr Total Return(Dec 30, 2008):-38.21%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFRESXCategory
Alpha (against Standard Index)6.946.24
Beta (against Standard Index)0.630.61
Mean Annual Return1.261.18
R-squared (against Standard Index)24.8626.86
Standard Deviation13.6412.93
Sharpe Ratio1.101.12
Treynor Ratio23.8623.47
5 Years
StatisticFRESXCategory
Alpha (against Standard Index)9.778.77
Beta (against Standard Index)0.890.85
Mean Annual Return1.641.52
R-squared (against Standard Index)55.1855.33
Standard Deviation17.5016.79
Sharpe Ratio1.121.09
Treynor Ratio22.1521.44
10 Years
StatisticFRESXCategory
Alpha (against Standard Index)2.562.05
Beta (against Standard Index)1.181.13
Mean Annual Return1.000.93
R-squared (against Standard Index)54.3555.76
Standard Deviation26.5425.06
Sharpe Ratio0.400.38
Treynor Ratio6.125.93