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    Fidelity Real Estate Investment Port (FRESX)

    42.75 Up 0.22(0.52%) May 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up23
    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)5.734.18
    Beta (against Standard Index)0.540.56
    Mean Annual Return0.740.62
    R-squared (against Standard Index)17.5822.16
    Standard Deviation15.5414.60
    Sharpe Ratio0.560.51
    Treynor Ratio14.4611.87
    5 Years
    StatisticFRESXCategory
    Alpha (against Standard Index)7.085.87
    Beta (against Standard Index)0.760.74
    Mean Annual Return0.940.83
    R-squared (against Standard Index)38.9341.48
    Standard Deviation16.5015.71
    Sharpe Ratio0.680.64
    Treynor Ratio13.6712.50
    10 Years
    StatisticFRESXCategory
    Alpha (against Standard Index)4.093.32
    Beta (against Standard Index)1.131.08
    Mean Annual Return0.830.75
    R-squared (against Standard Index)51.8353.66
    Standard Deviation26.6425.06
    Sharpe Ratio0.330.32
    Treynor Ratio4.834.49