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Fidelity Select Utilities Portfolio (FSUTX)
On
Dec 3
:
44.48
0.06
(0.14%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
30.08%
Worst 1 Yr Total Return
(2008)
:
-36.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSUTX
Category
Alpha (against Standard Index)
-1.98
1.16
Beta (against Standard Index)
0.67
0.74
Mean Annual Return
-6.49
-0.18
R-squared (against Standard Index)
46
63.09
Standard Deviation
19.40
18.35
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-13.23
N/A
5 Years
Statistic
FSUTX
Category
Alpha (against Standard Index)
2.66
4.46
Beta (against Standard Index)
0.69
0.73
Mean Annual Return
3.45
0.54
R-squared (against Standard Index)
47
57.19
Standard Deviation
16.05
15.42
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.62
N/A
10 Years
Statistic
FSUTX
Category
Alpha (against Standard Index)
-0.63
3.00
Beta (against Standard Index)
0.84
0.67
Mean Annual Return
-1.49
0.35
R-squared (against Standard Index)
56
47.68
Standard Deviation
18.00
15.77
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.33
N/A
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