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Fidelity Select Materials (FSDPX)
On
Dec 7
:
53.51
0.16
(0.30%)
MORE ON FSDPX
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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
(2007)
:
29.21%
Worst 1 Yr Total Return
(2008)
:
-47.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSDPX
Category
Alpha (against Standard Index)
16.07
9.84
Beta (against Standard Index)
1.35
1.13
Mean Annual Return
3.41
0.30
R-squared (against Standard Index)
77
49.03
Standard Deviation
30.14
31.65
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.74
N/A
5 Years
Statistic
FSDPX
Category
Alpha (against Standard Index)
11.12
10.78
Beta (against Standard Index)
1.34
1.16
Mean Annual Return
9.41
1.02
R-squared (against Standard Index)
72
43.88
Standard Deviation
25.14
28.35
Sharpe Ratio
0.37
N/A
Treynor Ratio
4.75
N/A
10 Years
Statistic
FSDPX
Category
Alpha (against Standard Index)
12.41
13.33
Beta (against Standard Index)
1.09
0.90
Mean Annual Return
10.27
1.16
R-squared (against Standard Index)
57
35.23
Standard Deviation
23.10
25.46
Sharpe Ratio
0.42
N/A
Treynor Ratio
6.72
N/A
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