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Fidelity Advisor Asset Manager 20% A (FTAWX)
On
Dec 4
:
11.97
0.01
(0.08%)
MORE ON FTAWX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.52%
Worst 1 Yr Total Return
(2008)
:
-14.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTAWX
Category
Alpha (against Standard Index)
0.24
-0.86
Beta (against Standard Index)
0.54
0.74
Mean Annual Return
1.82
0.06
R-squared (against Standard Index)
89
86.33
Standard Deviation
7.39
10.51
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.12
N/A
5 Years
Statistic
FTAWX
Category
Alpha (against Standard Index)
0.01
-1.44
Beta (against Standard Index)
0.54
0.71
Mean Annual Return
4.05
0.26
R-squared (against Standard Index)
89
84.96
Standard Deviation
6.17
8.32
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.89
N/A
10 Years
Statistic
FTAWX
Category
Alpha (against Standard Index)
0.30
-1.02
Beta (against Standard Index)
0.51
0.71
Mean Annual Return
4.31
0.29
R-squared (against Standard Index)
86
78.75
Standard Deviation
5.48
8.01
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.60
N/A
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