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Fidelity Advisor Canada T (FTCNX)
On
Dec 29
:
48.44
0.05
(0.10%)
MORE ON FTCNX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-42.96%
Worst 1 Yr Total Return
(2008)
:
-42.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTCNX
Category
Alpha (against Standard Index)
8.71
0.11
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
1.02
-0.23
R-squared (against Standard Index)
76
95.97
Standard Deviation
29.97
24.84
Sharpe Ratio
0.11
N/A
Treynor Ratio
-1.15
N/A
5 Years
Statistic
FTCNX
Category
Alpha (against Standard Index)
5.55
0.08
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
9.13
0.51
R-squared (against Standard Index)
74
95.66
Standard Deviation
24.65
20.38
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.67
N/A
10 Years
Statistic
FTCNX
Category
Alpha (against Standard Index)
10.54
-0.14
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
12.29
0.28
R-squared (against Standard Index)
70
92.61
Standard Deviation
21.97
18.91
Sharpe Ratio
0.51
N/A
Treynor Ratio
9.16
N/A
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