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Fidelity Select Automotive Port (FSAVX)

52.85 Up 0.21(0.40%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up19
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 2009):122.28%
Worst 1 Yr Total Return(Dec 30, 2008):-61.20%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSAVXCategory
Alpha (against Standard Index)4.317.56
Beta (against Standard Index)1.260.90
Mean Annual Return1.841.69
R-squared (against Standard Index)67.0173.40
Standard Deviation20.6414.07
Sharpe Ratio1.071.45
Treynor Ratio17.3923.81
5 Years
StatisticFSAVXCategory
Alpha (against Standard Index)3.778.29
Beta (against Standard Index)1.340.95
Mean Annual Return1.681.66
R-squared (against Standard Index)70.8870.45
Standard Deviation23.2616.56
Sharpe Ratio0.861.21
Treynor Ratio14.1221.47
10 Years
StatisticFSAVXCategory
Alpha (against Standard Index)0.062.21
Beta (against Standard Index)1.600.96
Mean Annual Return1.130.91
R-squared (against Standard Index)65.5266.24
Standard Deviation32.7819.48
Sharpe Ratio0.360.48
Treynor Ratio4.418.34