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Fidelity Select Brokerage & Investment (FSLBX)
On
Dec 4
:
47.66
0.77
(1.64%)
MORE ON FSLBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
29.88%
Worst 1 Yr Total Return
(2008)
:
-49.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSLBX
Category
Alpha (against Standard Index)
4.95
-5.47
Beta (against Standard Index)
1.40
1.27
Mean Annual Return
-7.69
-1.07
R-squared (against Standard Index)
83
75.55
Standard Deviation
30.00
28.60
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.22
N/A
5 Years
Statistic
FSLBX
Category
Alpha (against Standard Index)
7.88
-4.25
Beta (against Standard Index)
1.42
1.25
Mean Annual Return
5.90
-0.25
R-squared (against Standard Index)
80
73.60
Standard Deviation
25.12
23.29
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.03
N/A
10 Years
Statistic
FSLBX
Category
Alpha (against Standard Index)
10.40
3.26
Beta (against Standard Index)
1.40
0.88
Mean Annual Return
6.79
0.33
R-squared (against Standard Index)
81
52.55
Standard Deviation
25.04
19.74
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.73
N/A
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