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Fidelity Select Natural Gas (FSNGX)
On
Dec 22
:
31.74
0.19
(0.60%)
MORE ON FSNGX
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Research Reports
Risk
As of 30-Nov-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
(2005)
:
45.89%
Worst 1 Yr Total Return
(2008)
:
-56.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSNGX
Category
Alpha (against Standard Index)
6.55
8.86
Beta (against Standard Index)
1.23
1.20
Mean Annual Return
-5.55
0.30
R-squared (against Standard Index)
45
50.47
Standard Deviation
36.40
33.90
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-6.34
N/A
5 Years
Statistic
FSNGX
Category
Alpha (against Standard Index)
10.00
11.44
Beta (against Standard Index)
1.24
1.20
Mean Annual Return
6.56
1.11
R-squared (against Standard Index)
37
41.53
Standard Deviation
32.42
29.96
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.87
N/A
10 Years
Statistic
FSNGX
Category
Alpha (against Standard Index)
14.32
15.51
Beta (against Standard Index)
0.90
1.00
Mean Annual Return
11.88
1.36
R-squared (against Standard Index)
27
34.11
Standard Deviation
28.13
28.06
Sharpe Ratio
0.44
N/A
Treynor Ratio
9.93
N/A
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