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Fidelity Select Energy Portfolio (FSENX)

51.12 Down 0.74(1.43%) Nov 26

Risk as of Oct 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)-7.41-9.72
Beta (against Standard Index)1.231.21
Mean Annual Return0.700.48
R-squared (against Standard Index)68.8758.38
Standard Deviation15.9917.16
Sharpe Ratio0.520.34
Treynor Ratio5.913.74
5 Years
StatisticFSENXCategory
Alpha (against Standard Index)-3.21-6.49
Beta (against Standard Index)1.301.33
Mean Annual Return0.930.69
R-squared (against Standard Index)74.9371.10
Standard Deviation21.8523.17
Sharpe Ratio0.510.36
Treynor Ratio7.044.40
10 Years
StatisticFSENXCategory
Alpha (against Standard Index)3.282.02
Beta (against Standard Index)1.251.25
Mean Annual Return1.111.00
R-squared (against Standard Index)62.4261.01
Standard Deviation26.3726.70
Sharpe Ratio0.450.40
Treynor Ratio6.865.78