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Fidelity Spartan Sm Cp Idx Inv (FSSPX)

16.53 Up 0.06(0.36%) Aug 19

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):38.71%
Worst 1 Yr Total Return(Dec 30, 2012):16.12%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSSPXCategory
Alpha (against Standard Index)N/A-7.29
Beta (against Standard Index)N/A1.30
Mean Annual ReturnN/A1.16
R-squared (against Standard Index)N/A85.78
Standard DeviationN/A17.10
Sharpe RatioN/A0.82
Treynor RatioN/A10.28
5 Years
StatisticFSSPXCategory
Alpha (against Standard Index)N/A-3.14
Beta (against Standard Index)N/A1.22
Mean Annual ReturnN/A1.40
R-squared (against Standard Index)N/A82.94
Standard DeviationN/A17.58
Sharpe RatioN/A0.96
Treynor RatioN/A13.57
10 Years
StatisticFSSPXCategory
Alpha (against Standard Index)N/A0.04
Beta (against Standard Index)N/A1.18
Mean Annual ReturnN/A0.85
R-squared (against Standard Index)N/A83.23
Standard DeviationN/A19.06
Sharpe RatioN/A0.46
Treynor RatioN/A6.06