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Fidelity Select Banking (FSRBX)
On
Dec 8
:
15.00
0.06
(0.40%)
MORE ON FSRBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
13.14%
Worst 1 Yr Total Return
(2008)
:
-37.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSRBX
Category
Alpha (against Standard Index)
-10.43
-5.47
Beta (against Standard Index)
1.15
1.27
Mean Annual Return
-19.92
-1.07
R-squared (against Standard Index)
51
75.55
Standard Deviation
31.27
28.60
Sharpe Ratio
-0.62
N/A
Treynor Ratio
-19.37
N/A
5 Years
Statistic
FSRBX
Category
Alpha (against Standard Index)
-8.70
-4.25
Beta (against Standard Index)
1.12
1.25
Mean Annual Return
-9.97
-0.25
R-squared (against Standard Index)
51
73.60
Standard Deviation
24.76
23.29
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-11.66
N/A
10 Years
Statistic
FSRBX
Category
Alpha (against Standard Index)
-0.29
3.26
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
-2.11
0.33
R-squared (against Standard Index)
41
52.55
Standard Deviation
22.02
19.74
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.80
N/A
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