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Fidelity Select Transportation (FSRFX)

84.66 Down 0.08(0.09%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up20
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2013):48.35%
Worst 1 Yr Total Return(Dec 30, 2008):-27.03%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSRFXCategory
Alpha (against Standard Index)11.725.03
Beta (against Standard Index)0.831.03
Mean Annual Return1.741.36
R-squared (against Standard Index)58.5876.31
Standard Deviation15.5016.78
Sharpe Ratio1.340.98
Treynor Ratio25.8316.05
5 Years
StatisticFSRFXCategory
Alpha (against Standard Index)11.825.36
Beta (against Standard Index)0.951.09
Mean Annual Return1.981.59
R-squared (against Standard Index)56.9675.90
Standard Deviation18.4418.40
Sharpe Ratio1.281.03
Treynor Ratio25.6617.44
10 Years
StatisticFSRFXCategory
Alpha (against Standard Index)6.102.82
Beta (against Standard Index)0.881.04
Mean Annual Return1.171.00
R-squared (against Standard Index)54.8872.57
Standard Deviation19.7220.40
Sharpe Ratio0.630.51
Treynor Ratio12.748.46