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Fidelity Focused Stock (FTQGX)
On
Dec 29
:
11.12
0.04
(0.36%)
MORE ON FTQGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
18.22%
Worst 1 Yr Total Return
(2008)
:
-33.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTQGX
Category
Alpha (against Standard Index)
4.49
2.20
Beta (against Standard Index)
0.93
0.99
Mean Annual Return
-0.96
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
19.76
21.04
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.48
N/A
5 Years
Statistic
FTQGX
Category
Alpha (against Standard Index)
3.66
0.80
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
4.44
0.24
R-squared (against Standard Index)
81
86.59
Standard Deviation
16.65
17.50
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.55
N/A
10 Years
Statistic
FTQGX
Category
Alpha (against Standard Index)
0.28
-0.13
Beta (against Standard Index)
0.97
1.04
Mean Annual Return
-0.53
0.05
R-squared (against Standard Index)
76
78.99
Standard Deviation
18.01
19.17
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.57
N/A
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