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Fidelity Select Software & Comp (FSCSX)
On
Dec 4
:
72.96
0.55
(0.76%)
MORE ON FSCSX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
24.92%
Worst 1 Yr Total Return
(2008)
:
-42.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSCSX
Category
Alpha (against Standard Index)
9.86
7.86
Beta (against Standard Index)
1.00
1.14
Mean Annual Return
1.72
0.12
R-squared (against Standard Index)
68
78.24
Standard Deviation
23.75
25.36
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.70
N/A
5 Years
Statistic
FSCSX
Category
Alpha (against Standard Index)
7.49
3.75
Beta (against Standard Index)
1.03
1.19
Mean Annual Return
7.20
0.43
R-squared (against Standard Index)
63
73.64
Standard Deviation
20.55
22.22
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.06
N/A
10 Years
Statistic
FSCSX
Category
Alpha (against Standard Index)
10.61
2.22
Beta (against Standard Index)
1.51
1.56
Mean Annual Return
4.53
0.10
R-squared (against Standard Index)
55
57.55
Standard Deviation
32.65
33.23
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.04
N/A
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