Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 27, 2009, 2:19PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Fidelity Advisor Dynamic Cap App T (FRGTX)On Dec 24: 15.81  Up 0.07 (0.44%)  
MORE ON FRGTX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2005):20.94%
Worst 1 Yr Total Return (2008):-40.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFRGTXCategory
Alpha (against Standard Index)-0.362.20
Beta (against Standard Index)1.070.99
Mean Annual Return-7.01-0.14
R-squared (against Standard Index)8888.76
Standard Deviation22.5321.04
Sharpe Ratio-0.31N/A
Treynor Ratio-8.71N/A
5 Years
StatisticFRGTXCategory
Alpha (against Standard Index)1.940.80
Beta (against Standard Index)1.101.01
Mean Annual Return2.020.24
R-squared (against Standard Index)8386.59
Standard Deviation19.3117.50
Sharpe Ratio0.05N/A
Treynor Ratio-0.88N/A
10 Years
StatisticFRGTXCategory
Alpha (against Standard Index)3.92-0.13
Beta (against Standard Index)1.181.04
Mean Annual Return0.980.05
R-squared (against Standard Index)5378.99
Standard Deviation26.1719.17
Sharpe Ratio0.05N/A
Treynor Ratio-1.65N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center