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    Fidelity Select Medical Equip & Systems (FSMEX)

    41.90 Down 0.22(0.52%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up13
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2000):50.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-23.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)14.5219.18
    Beta (against Standard Index)0.740.69
    Mean Annual Return1.912.25
    R-squared (against Standard Index)35.9436.57
    Standard Deviation12.7612.66
    Sharpe Ratio1.792.17
    Treynor Ratio33.1943.69
    5 Years
    Alpha (against Standard Index)9.7813.56
    Beta (against Standard Index)0.740.72
    Mean Annual Return1.461.76
    R-squared (against Standard Index)52.1055.22
    Standard Deviation14.7014.34
    Sharpe Ratio1.181.48
    Treynor Ratio23.9530.43
    10 Years
    Alpha (against Standard Index)7.148.22
    Beta (against Standard Index)0.650.65
    Mean Annual Return1.041.13
    R-squared (against Standard Index)50.3752.72
    Standard Deviation15.1015.02
    Sharpe Ratio0.720.80
    Treynor Ratio16.0118.00