Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 8, 2009, 10:09AM ET - U.S. Markets close in 5 hours and 51 minutes. Dow Down 0.95% Nasdaq Down 0.82%
Fidelity Select Insurance (FSPCX)On Dec 7: 39.08  Down 0.24 (0.61%)  
MORE ON FSPCX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticFSPCXCategory
Alpha (against Standard Index)-3.96-5.47
Beta (against Standard Index)1.301.27
Mean Annual Return-14.47-1.07
R-squared (against Standard Index)8475.55
Standard Deviation27.7728.60
Sharpe Ratio-0.51N/A
Treynor Ratio-12.95N/A
5 Years
StatisticFSPCXCategory
Alpha (against Standard Index)-2.14-4.25
Beta (against Standard Index)1.301.25
Mean Annual Return-3.47-0.25
R-squared (against Standard Index)8373.60
Standard Deviation22.6023.29
Sharpe Ratio-0.17N/A
Treynor Ratio-5.01N/A
10 Years
StatisticFSPCXCategory
Alpha (against Standard Index)5.263.26
Beta (against Standard Index)0.920.88
Mean Annual Return3.640.33
R-squared (against Standard Index)4852.55
Standard Deviation21.2019.74
Sharpe Ratio0.14N/A
Treynor Ratio0.73N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center