Dow Down0.20% Nasdaq Down0.18%

Fidelity Select Energy Portfolio (FSENX)

60.42 Down 0.07(0.12%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up23
Number of Years Down9
Best 1 Yr Total Return(Dec 30, 2005):52.02%
Worst 1 Yr Total Return(Dec 30, 2008):-54.00%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSENXCategory
Alpha (against Standard Index)-6.66-9.54
Beta (against Standard Index)1.451.47
Mean Annual Return0.760.54
R-squared (against Standard Index)83.2677.35
Standard Deviation22.6023.88
Sharpe Ratio0.400.28
Treynor Ratio4.682.65
5 Years
StatisticFSENXCategory
Alpha (against Standard Index)-0.73-3.80
Beta (against Standard Index)1.281.32
Mean Annual Return1.281.06
R-squared (against Standard Index)74.7471.95
Standard Deviation21.7622.83
Sharpe Ratio0.700.56
Treynor Ratio10.688.10
10 Years
StatisticFSENXCategory
Alpha (against Standard Index)4.423.63
Beta (against Standard Index)1.251.25
Mean Annual Return1.251.19
R-squared (against Standard Index)62.1861.06
Standard Deviation26.2626.56
Sharpe Ratio0.510.48
Treynor Ratio8.457.75