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Fidelity Select Defense & Aerospace (FSDAX)
On
Dec 2
:
59.65
0.27
(0.45%)
MORE ON FSDAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.64%
Worst 1 Yr Total Return
(2008)
:
-40.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSDAX
Category
Alpha (against Standard Index)
3.89
2.00
Beta (against Standard Index)
1.16
1.28
Mean Annual Return
-5.94
-0.46
R-squared (against Standard Index)
76
81.01
Standard Deviation
25.98
27.90
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.21
N/A
5 Years
Statistic
FSDAX
Category
Alpha (against Standard Index)
4.66
1.65
Beta (against Standard Index)
1.15
1.30
Mean Annual Return
3.80
0.24
R-squared (against Standard Index)
74
76.55
Standard Deviation
21.36
23.71
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.67
N/A
10 Years
Statistic
FSDAX
Category
Alpha (against Standard Index)
9.36
6.20
Beta (against Standard Index)
0.92
1.09
Mean Annual Return
8.33
0.53
R-squared (against Standard Index)
60
68.60
Standard Deviation
19.26
21.30
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.80
N/A
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