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Fidelity Select Energy (FSENX)
On
Dec 4
:
41.47
0.27
(0.65%)
MORE ON FSENX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
52.02%
Worst 1 Yr Total Return
(2008)
:
-54.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSENX
Category
Alpha (against Standard Index)
12.25
12.65
Beta (against Standard Index)
1.24
1.24
Mean Annual Return
-1.06
0.45
R-squared (against Standard Index)
49
51.33
Standard Deviation
34.39
34.18
Sharpe Ratio
0.08
N/A
Treynor Ratio
-2.80
N/A
5 Years
Statistic
FSENX
Category
Alpha (against Standard Index)
14.02
13.19
Beta (against Standard Index)
1.24
1.23
Mean Annual Return
11.08
1.21
R-squared (against Standard Index)
41
42.80
Standard Deviation
30.41
30.15
Sharpe Ratio
0.41
N/A
Treynor Ratio
6.52
N/A
10 Years
Statistic
FSENX
Category
Alpha (against Standard Index)
12.87
15.54
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
10.55
1.32
R-squared (against Standard Index)
35
34.15
Standard Deviation
25.50
28.10
Sharpe Ratio
0.41
N/A
Treynor Ratio
8.05
N/A
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