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Fidelity Select Construction & Housing (FSHOX)
On
Dec 7
:
28.21
0.25
(0.88%)
MORE ON FSHOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
28.53%
Worst 1 Yr Total Return
(2008)
:
-26.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSHOX
Category
Alpha (against Standard Index)
1.41
9.09
Beta (against Standard Index)
1.24
1.32
Mean Annual Return
-9.56
0.11
R-squared (against Standard Index)
68
73.43
Standard Deviation
29.33
30.30
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.63
N/A
5 Years
Statistic
FSHOX
Category
Alpha (against Standard Index)
0.62
4.85
Beta (against Standard Index)
1.31
1.33
Mean Annual Return
-1.32
0.50
R-squared (against Standard Index)
67
70.27
Standard Deviation
25.29
25.31
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-3.32
N/A
10 Years
Statistic
FSHOX
Category
Alpha (against Standard Index)
8.66
8.13
Beta (against Standard Index)
1.07
1.09
Mean Annual Return
6.36
0.69
R-squared (against Standard Index)
55
60.28
Standard Deviation
23.08
22.83
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.18
N/A
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