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Friday, December 4, 2009, 5:47PM ET - U.S. Markets Closed.
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Fidelity Select Consumer Discretionary (FSCPX)
On
Dec 4
:
18.46
0.18
(0.98%)
MORE ON FSCPX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
13.09%
Worst 1 Yr Total Return
(2008)
:
-34.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSCPX
Category
Alpha (against Standard Index)
-1.55
-1.36
Beta (against Standard Index)
1.06
1.15
Mean Annual Return
-9.54
-0.65
R-squared (against Standard Index)
81
80.99
Standard Deviation
22.99
24.90
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-11.24
N/A
5 Years
Statistic
FSCPX
Category
Alpha (against Standard Index)
-0.78
-1.48
Beta (against Standard Index)
1.08
1.17
Mean Annual Return
-1.07
-0.01
R-squared (against Standard Index)
80
78.25
Standard Deviation
19.08
21.00
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.80
N/A
10 Years
Statistic
FSCPX
Category
Alpha (against Standard Index)
-0.07
0.75
Beta (against Standard Index)
0.88
0.98
Mean Annual Return
-0.77
0.10
R-squared (against Standard Index)
73
70.96
Standard Deviation
16.49
18.84
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.25
N/A
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