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Fidelity Spartan International Idx Inv (FSIIX)

40.93 Down 0.14(0.34%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2003):38.34%
Worst 1 Yr Total Return(Dec 30, 2008):-41.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSIIXCategory
Alpha (against Standard Index)2.301.06
Beta (against Standard Index)0.960.95
Mean Annual Return1.000.89
R-squared (against Standard Index)95.9993.52
Standard Deviation15.2415.44
Sharpe Ratio0.780.70
Treynor Ratio11.8410.57
5 Years
StatisticFSIIXCategory
Alpha (against Standard Index)0.060.05
Beta (against Standard Index)1.010.99
Mean Annual Return0.780.77
R-squared (against Standard Index)96.3394.58
Standard Deviation16.8816.70
Sharpe Ratio0.550.55
Treynor Ratio8.098.18
10 Years
StatisticFSIIXCategory
Alpha (against Standard Index)-0.67-0.71
Beta (against Standard Index)0.970.96
Mean Annual Return0.720.71
R-squared (against Standard Index)96.3094.71
Standard Deviation18.6718.63
Sharpe Ratio0.380.37
Treynor Ratio5.625.64