Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 10:09AM ET - U.S. Markets close in 5 hours and 51 minutes.
Dow
0.95%
Nasdaq
0.82%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Fidelity Select Insurance (FSPCX)
On
Dec 7
:
39.08
0.24
(0.61%)
MORE ON FSPCX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
13.76%
Worst 1 Yr Total Return
(2008)
:
-46.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSPCX
Category
Alpha (against Standard Index)
-3.96
-5.47
Beta (against Standard Index)
1.30
1.27
Mean Annual Return
-14.47
-1.07
R-squared (against Standard Index)
84
75.55
Standard Deviation
27.77
28.60
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-12.95
N/A
5 Years
Statistic
FSPCX
Category
Alpha (against Standard Index)
-2.14
-4.25
Beta (against Standard Index)
1.30
1.25
Mean Annual Return
-3.47
-0.25
R-squared (against Standard Index)
83
73.60
Standard Deviation
22.60
23.29
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.01
N/A
10 Years
Statistic
FSPCX
Category
Alpha (against Standard Index)
5.26
3.26
Beta (against Standard Index)
0.92
0.88
Mean Annual Return
3.64
0.33
R-squared (against Standard Index)
48
52.55
Standard Deviation
21.20
19.74
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.73
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center