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Fidelity Strategic Real Return (FSRRX)

9.30 Down 0.04(0.43%) Sep 30

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):28.41%
Worst 1 Yr Total Return(Dec 30, 2008):-23.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSRRXCategory
Alpha (against Standard Index)-3.63-0.01
Beta (against Standard Index)0.660.70
Mean Annual Return0.280.62
R-squared (against Standard Index)68.1888.44
Standard Deviation6.265.84
Sharpe Ratio0.531.31
Treynor Ratio4.8611.23
5 Years
StatisticFSRRXCategory
Alpha (against Standard Index)0.351.00
Beta (against Standard Index)0.650.68
Mean Annual Return0.590.67
R-squared (against Standard Index)71.1989.12
Standard Deviation6.516.08
Sharpe Ratio1.071.34
Treynor Ratio10.7812.28
10 Years
StatisticFSRRXCategory
Alpha (against Standard Index)N/A-0.64
Beta (against Standard Index)N/A0.75
Mean Annual ReturnN/A0.47
R-squared (against Standard Index)N/A88.64
Standard DeviationN/A7.68
Sharpe RatioN/A0.54
Treynor RatioN/A5.41