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    Fidelity Select Envir and Alt Engy Port (FSLEX)

    18.77 Down 0.56(2.90%) Jun 27

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up15
    Number of Years Down11
    Best 1 Yr Total Return(Dec 30, 2013):34.99%
    Worst 1 Yr Total Return(Dec 30, 2008):-30.45%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.374.29
    Beta (against Standard Index)1.070.98
    Mean Annual Return0.630.83
    R-squared (against Standard Index)82.2274.47
    Standard Deviation14.0813.66
    Sharpe Ratio0.530.73
    Treynor Ratio6.289.65
    5 Years
    Alpha (against Standard Index)-0.813.86
    Beta (against Standard Index)1.021.02
    Mean Annual Return0.440.83
    R-squared (against Standard Index)79.0174.02
    Standard Deviation15.5116.04
    Sharpe Ratio0.330.62
    Treynor Ratio4.008.97
    10 Years
    Alpha (against Standard Index)-0.282.90
    Beta (against Standard Index)0.911.02
    Mean Annual Return0.420.73
    R-squared (against Standard Index)79.3472.05
    Standard Deviation17.3820.61
    Sharpe Ratio0.230.37
    Treynor Ratio2.805.65