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    Fidelity Select Materials Portfolio (FSDPX)

    73.49 Up 0.04(0.05%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up22
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2009):78.68%
    Worst 1 Yr Total Return(Dec 30, 2008):-47.56%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.22-16.33
    Beta (against Standard Index)1.141.16
    Mean Annual Return0.61-0.38
    R-squared (against Standard Index)79.7858.48
    Standard Deviation13.8416.94
    Sharpe Ratio0.52-0.21
    Treynor Ratio5.68-4.53
    5 Years
    Alpha (against Standard Index)-1.44-10.96
    Beta (against Standard Index)1.231.26
    Mean Annual Return0.73-0.04
    R-squared (against Standard Index)81.7170.52
    Standard Deviation18.2420.35
    Sharpe Ratio0.480.01
    Treynor Ratio5.96-1.58
    10 Years
    Alpha (against Standard Index)3.89-3.50
    Beta (against Standard Index)1.241.24
    Mean Annual Return1.020.40
    R-squared (against Standard Index)83.3469.36
    Standard Deviation22.8625.23
    Sharpe Ratio0.480.15
    Treynor Ratio7.080.34