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Fidelity Small Cap Discovery (FSCRX)

27.49 Up 0.53(1.97%) May 24

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):50.69%
Worst 1 Yr Total Return(Dec 30, 2008):-27.57%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSCRXCategory
Alpha (against Standard Index)-2.14-4.16
Beta (against Standard Index)1.001.06
Mean Annual Return0.760.65
R-squared (against Standard Index)68.9468.04
Standard Deviation13.6514.58
Sharpe Ratio0.670.54
Treynor Ratio8.536.65
5 Years
StatisticFSCRXCategory
Alpha (against Standard Index)-1.69-5.64
Beta (against Standard Index)1.141.18
Mean Annual Return0.920.63
R-squared (against Standard Index)77.6278.63
Standard Deviation15.7416.26
Sharpe Ratio0.700.47
Treynor Ratio9.005.51
10 Years
StatisticFSCRXCategory
Alpha (against Standard Index)2.45-1.93
Beta (against Standard Index)1.161.15
Mean Annual Return0.950.58
R-squared (against Standard Index)75.6882.94
Standard Deviation20.3619.37
Sharpe Ratio0.510.31
Treynor Ratio7.533.70