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Friday, December 4, 2009, 7:37AM ET - U.S. Markets open in 1 hour and 53 minutes. Dow Down 0.83% Nasdaq  0.00%
Fidelity Select Utilities Portfolio (FSUTX)On Dec 3: 44.48  Up 0.06 (0.14%)  
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Risk  As of 31-Oct-09Get 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
StatisticFSUTXCategory
Alpha (against Standard Index)-1.981.16
Beta (against Standard Index)0.670.74
Mean Annual Return-6.49-0.18
R-squared (against Standard Index)4663.09
Standard Deviation19.4018.35
Sharpe Ratio-0.37N/A
Treynor Ratio-13.23N/A
5 Years
StatisticFSUTXCategory
Alpha (against Standard Index)2.664.46
Beta (against Standard Index)0.690.73
Mean Annual Return3.450.54
R-squared (against Standard Index)4757.19
Standard Deviation16.0515.42
Sharpe Ratio0.11N/A
Treynor Ratio0.62N/A
10 Years
StatisticFSUTXCategory
Alpha (against Standard Index)-0.633.00
Beta (against Standard Index)0.840.67
Mean Annual Return-1.490.35
R-squared (against Standard Index)5647.68
Standard Deviation18.0015.77
Sharpe Ratio-0.15N/A
Treynor Ratio-5.33N/A

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