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Fidelity Select Insurance Port (FSPCX)

66.27 Up 0.64(0.98%) Oct 24

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up19
Number of Years Down9
Best 1 Yr Total Return(Dec 30, 2000):53.26%
Worst 1 Yr Total Return(Dec 30, 2008):-46.99%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSPCXCategory
Alpha (against Standard Index)9.465.87
Beta (against Standard Index)0.910.98
Mean Annual Return2.021.81
R-squared (against Standard Index)72.9273.17
Standard Deviation12.9613.84
Sharpe Ratio1.861.60
Treynor Ratio28.5624.81
5 Years
StatisticFSPCXCategory
Alpha (against Standard Index)5.19-0.18
Beta (against Standard Index)0.901.02
Mean Annual Return1.230.90
R-squared (against Standard Index)78.3177.58
Standard Deviation14.8317.04
Sharpe Ratio0.990.65
Treynor Ratio16.2010.04
10 Years
StatisticFSPCXCategory
Alpha (against Standard Index)-1.28-3.38
Beta (against Standard Index)1.000.95
Mean Annual Return0.600.40
R-squared (against Standard Index)74.7067.09
Standard Deviation19.1219.37
Sharpe Ratio0.290.18
Treynor Ratio3.871.58