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Fidelity Select Air Transportation (FSAIX)
On
Dec 4
:
30.85
1.31
(4.43%)
MORE ON FSAIX
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Risk
As of 31-Oct-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
(2006)
:
22.44%
Worst 1 Yr Total Return
(2008)
:
-32.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSAIX
Category
Alpha (against Standard Index)
-1.91
2.00
Beta (against Standard Index)
1.10
1.28
Mean Annual Return
-12.09
-0.46
R-squared (against Standard Index)
47
81.01
Standard Deviation
31.16
27.90
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-13.21
N/A
5 Years
Statistic
FSAIX
Category
Alpha (against Standard Index)
2.50
1.65
Beta (against Standard Index)
1.12
1.30
Mean Annual Return
0.60
0.24
R-squared (against Standard Index)
47
76.55
Standard Deviation
25.85
23.71
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.16
N/A
10 Years
Statistic
FSAIX
Category
Alpha (against Standard Index)
6.34
6.20
Beta (against Standard Index)
1.09
1.09
Mean Annual Return
3.41
0.53
R-squared (against Standard Index)
50
68.60
Standard Deviation
24.75
21.30
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.41
N/A
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