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Fidelity Select Health Care (FSPHX)
On
Dec 8
:
102.93
0.81
(0.78%)
MORE ON FSPHX
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Research Reports
Risk
As of 31-Oct-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)
:
16.86%
Worst 1 Yr Total Return
(2008)
:
-32.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSPHX
Category
Alpha (against Standard Index)
2.55
2.21
Beta (against Standard Index)
0.81
0.72
Mean Annual Return
-2.97
-0.08
R-squared (against Standard Index)
74
62.22
Standard Deviation
18.31
18.26
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.65
N/A
5 Years
Statistic
FSPHX
Category
Alpha (against Standard Index)
3.12
2.35
Beta (against Standard Index)
0.80
0.73
Mean Annual Return
3.91
0.36
R-squared (against Standard Index)
70
57.56
Standard Deviation
15.19
15.68
Sharpe Ratio
0.13
N/A
Treynor Ratio
1.11
N/A
10 Years
Statistic
FSPHX
Category
Alpha (against Standard Index)
2.44
6.46
Beta (against Standard Index)
0.54
0.61
Mean Annual Return
3.01
0.65
R-squared (against Standard Index)
39
28.51
Standard Deviation
14.05
19.99
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.07
N/A
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