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Fidelity Real Estate Investment (FRESX)
On
Jan 5
:
20.10
0.03
(0.15%)
MORE ON FRESX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
34.15%
Worst 1 Yr Total Return
(2008)
:
-38.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRESX
Category
Alpha (against Standard Index)
-0.54
-1.50
Beta (against Standard Index)
1.68
1.61
Mean Annual Return
-16.06
-0.77
R-squared (against Standard Index)
64
67.75
Standard Deviation
41.44
38.87
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-10.91
N/A
5 Years
Statistic
FRESX
Category
Alpha (against Standard Index)
3.75
2.65
Beta (against Standard Index)
1.67
1.60
Mean Annual Return
-0.57
0.34
R-squared (against Standard Index)
64
66.27
Standard Deviation
33.38
31.51
Sharpe Ratio
0.07
N/A
Treynor Ratio
-2.14
N/A
10 Years
Statistic
FRESX
Category
Alpha (against Standard Index)
12.30
11.10
Beta (against Standard Index)
0.93
0.89
Mean Annual Return
10.30
1.01
R-squared (against Standard Index)
35
36.04
Standard Deviation
25.43
24.18
Sharpe Ratio
0.41
N/A
Treynor Ratio
7.93
N/A
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