• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.13% Nasdaq Up0.70%

    Fidelity High Income (SPHIX)

    8.90 0.00(0.00%) Dec 26

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up20
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):51.46%
    Worst 1 Yr Total Return(Dec 30, 2008):-23.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSPHIXCategory
    Alpha (against Standard Index)6.166.23
    Beta (against Standard Index)0.900.78
    Mean Annual Return0.740.72
    R-squared (against Standard Index)26.1823.06
    Standard Deviation4.804.55
    Sharpe Ratio1.841.93
    Treynor Ratio10.0315.30
    5 Years
    StatisticSPHIXCategory
    Alpha (against Standard Index)8.217.99
    Beta (against Standard Index)0.150.16
    Mean Annual Return0.740.73
    R-squared (against Standard Index)0.421.24
    Standard Deviation6.686.35
    Sharpe Ratio1.321.39
    Treynor Ratio58.6370.84
    10 Years
    StatisticSPHIXCategory
    Alpha (against Standard Index)4.013.20
    Beta (against Standard Index)0.660.68
    Mean Annual Return0.640.58
    R-squared (against Standard Index)4.925.93
    Standard Deviation9.669.49
    Sharpe Ratio0.630.58
    Treynor Ratio8.967.86