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Fidelity Advisor Asset Manager 20% B (FTBWX)
On
Dec 4
:
11.94
0.01
(0.08%)
MORE ON FTBWX
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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)
:
3.67%
Worst 1 Yr Total Return
(2008)
:
-15.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTBWX
Category
Alpha (against Standard Index)
-0.56
-0.86
Beta (against Standard Index)
0.53
0.74
Mean Annual Return
1.02
0.06
R-squared (against Standard Index)
89
86.33
Standard Deviation
7.37
10.51
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.63
N/A
5 Years
Statistic
FTBWX
Category
Alpha (against Standard Index)
-0.77
-1.44
Beta (against Standard Index)
0.54
0.71
Mean Annual Return
3.25
0.26
R-squared (against Standard Index)
89
84.96
Standard Deviation
6.15
8.32
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.41
N/A
10 Years
Statistic
FTBWX
Category
Alpha (against Standard Index)
-0.47
-1.02
Beta (against Standard Index)
0.51
0.71
Mean Annual Return
3.51
0.29
R-squared (against Standard Index)
85
78.75
Standard Deviation
5.47
8.01
Sharpe Ratio
0.12
N/A
Treynor Ratio
1.06
N/A
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