Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Saturday, December 5, 2009, 9:49PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Fidelity Select Brokerage & Investment (FSLBX)On Dec 4: 47.66  Up 0.77 (1.64%)  
MORE ON FSLBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticFSLBXCategory
Alpha (against Standard Index)4.95-5.47
Beta (against Standard Index)1.401.27
Mean Annual Return-7.69-1.07
R-squared (against Standard Index)8375.55
Standard Deviation30.0028.60
Sharpe Ratio-0.20N/A
Treynor Ratio-7.22N/A
5 Years
StatisticFSLBXCategory
Alpha (against Standard Index)7.88-4.25
Beta (against Standard Index)1.421.25
Mean Annual Return5.90-0.25
R-squared (against Standard Index)8073.60
Standard Deviation25.1223.29
Sharpe Ratio0.24N/A
Treynor Ratio2.03N/A
10 Years
StatisticFSLBXCategory
Alpha (against Standard Index)10.403.26
Beta (against Standard Index)1.400.88
Mean Annual Return6.790.33
R-squared (against Standard Index)8152.55
Standard Deviation25.0419.74
Sharpe Ratio0.27N/A
Treynor Ratio2.73N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center