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    Fidelity Small Cap Discovery (FSCRX)

    28.98 Up 0.30(1.05%) Jul 29

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down3
    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
    Alpha (against Standard Index)1.06-1.74
    Beta (against Standard Index)1.101.09
    Mean Annual Return1.601.35
    R-squared (against Standard Index)63.1261.47
    Standard Deviation11.9011.99
    Sharpe Ratio1.611.36
    Treynor Ratio18.2115.27
    5 Years
    Alpha (against Standard Index)-1.20-4.38
    Beta (against Standard Index)1.231.22
    Mean Annual Return1.621.35
    R-squared (against Standard Index)82.4481.17
    Standard Deviation16.2116.31
    Sharpe Ratio1.190.99
    Treynor Ratio16.0013.02
    10 Years
    Alpha (against Standard Index)3.26-0.49
    Beta (against Standard Index)1.191.17
    Mean Annual Return1.110.79
    R-squared (against Standard Index)76.3882.66
    Standard Deviation20.0318.91
    Sharpe Ratio0.600.43
    Treynor Ratio8.935.69