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    Fidelity Small Cap Index Investor (FSSPX)

    15.31 Down 0.61(3.83%) Jun 24

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):38.71%
    Worst 1 Yr Total Return(Dec 30, 2015):-4.36%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFSSPXCategory
    Alpha (against Standard Index)-4.38-4.66
    Beta (against Standard Index)1.101.05
    Mean Annual Return0.660.59
    R-squared (against Standard Index)67.1468.14
    Standard Deviation15.2414.45
    Sharpe Ratio0.510.49
    Treynor Ratio6.275.94
    5 Years
    StatisticFSSPXCategory
    Alpha (against Standard Index)N/A-5.64
    Beta (against Standard Index)N/A1.18
    Mean Annual ReturnN/A0.69
    R-squared (against Standard Index)N/A78.58
    Standard DeviationN/A16.22
    Sharpe RatioN/A0.51
    Treynor RatioN/A6.14
    10 Years
    StatisticFSSPXCategory
    Alpha (against Standard Index)N/A-1.86
    Beta (against Standard Index)N/A1.15
    Mean Annual ReturnN/A0.63
    R-squared (against Standard Index)N/A82.90
    Standard DeviationN/A19.32
    Sharpe RatioN/A0.35
    Treynor RatioN/A4.30