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Fidelity High Income (SPHIX)
On
Dec 22
:
8.43
0.02
(0.24%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.78%
Worst 1 Yr Total Return
(2008)
:
-23.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SPHIX
Category
Alpha (against Standard Index)
-0.82
-3.31
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
4.93
0.30
R-squared (against Standard Index)
9
10.85
Standard Deviation
15.25
15.35
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.36
N/A
5 Years
Statistic
SPHIX
Category
Alpha (against Standard Index)
1.14
-0.58
Beta (against Standard Index)
0.93
0.95
Mean Annual Return
5.81
0.39
R-squared (against Standard Index)
8
9.33
Standard Deviation
11.96
12.17
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.03
N/A
10 Years
Statistic
SPHIX
Category
Alpha (against Standard Index)
0.12
0.41
Beta (against Standard Index)
0.52
0.52
Mean Annual Return
4.27
0.42
R-squared (against Standard Index)
3
3.87
Standard Deviation
11.03
10.75
Sharpe Ratio
0.17
N/A
Treynor Ratio
2.58
N/A
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