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Fidelity Select Medical Equip & Systems (FSMEX)
On
Dec 4
:
23.92
0.05
(0.21%)
MORE ON FSMEX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
17.87%
Worst 1 Yr Total Return
(2008)
:
-23.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSMEX
Category
Alpha (against Standard Index)
7.82
2.21
Beta (against Standard Index)
0.72
0.72
Mean Annual Return
2.97
-0.08
R-squared (against Standard Index)
58
62.22
Standard Deviation
18.39
18.26
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.78
N/A
5 Years
Statistic
FSMEX
Category
Alpha (against Standard Index)
4.81
2.35
Beta (against Standard Index)
0.72
0.73
Mean Annual Return
5.73
0.36
R-squared (against Standard Index)
56
57.56
Standard Deviation
15.38
15.68
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.74
N/A
10 Years
Statistic
FSMEX
Category
Alpha (against Standard Index)
10.51
6.46
Beta (against Standard Index)
0.52
0.61
Mean Annual Return
11.70
0.65
R-squared (against Standard Index)
36
28.51
Standard Deviation
13.89
19.99
Sharpe Ratio
0.66
N/A
Treynor Ratio
16.88
N/A
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