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Fidelity Select Retailing (FSRPX)
On
Dec 8
:
44.13
0.22
(0.50%)
MORE ON FSRPX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
16.10%
Worst 1 Yr Total Return
(2008)
:
-29.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSRPX
Category
Alpha (against Standard Index)
5.56
-1.36
Beta (against Standard Index)
1.01
1.15
Mean Annual Return
-2.59
-0.65
R-squared (against Standard Index)
65
80.99
Standard Deviation
24.14
24.90
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.98
N/A
5 Years
Statistic
FSRPX
Category
Alpha (against Standard Index)
4.82
-1.48
Beta (against Standard Index)
1.05
1.17
Mean Annual Return
4.34
-0.01
R-squared (against Standard Index)
63
78.25
Standard Deviation
20.90
21.00
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.26
N/A
10 Years
Statistic
FSRPX
Category
Alpha (against Standard Index)
4.42
0.75
Beta (against Standard Index)
0.99
0.98
Mean Annual Return
2.85
0.10
R-squared (against Standard Index)
62
70.96
Standard Deviation
20.06
18.84
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.13
N/A
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