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Fidelity Select Automotive (FSAVX)
On
Dec 8
:
30.10
0.35
(1.15%)
MORE ON FSAVX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
13.33%
Worst 1 Yr Total Return
(2008)
:
-61.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSAVX
Category
Alpha (against Standard Index)
16.98
9.09
Beta (against Standard Index)
2.19
1.32
Mean Annual Return
-9.27
0.11
R-squared (against Standard Index)
70
73.43
Standard Deviation
51.07
30.30
Sharpe Ratio
0.00
N/A
Treynor Ratio
-5.33
N/A
5 Years
Statistic
FSAVX
Category
Alpha (against Standard Index)
5.49
4.85
Beta (against Standard Index)
2.10
1.33
Mean Annual Return
-2.06
0.50
R-squared (against Standard Index)
68
70.27
Standard Deviation
40.35
25.31
Sharpe Ratio
0.07
N/A
Treynor Ratio
-2.42
N/A
10 Years
Statistic
FSAVX
Category
Alpha (against Standard Index)
8.80
8.13
Beta (against Standard Index)
1.51
1.09
Mean Annual Return
2.86
0.69
R-squared (against Standard Index)
56
60.28
Standard Deviation
32.24
22.83
Sharpe Ratio
0.15
N/A
Treynor Ratio
-0.07
N/A
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