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 All Ordinaries Up0.98%

Fidelity Select Telecommunications (FSTCX)

56.74 Up 0.65(1.16%) 19 Jun


Risk as of 28/02/2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up21
Number of Years Down6
Best 1 Yr Total Return(31/12/1999):66.60%
Worst 1 Yr Total Return(31/12/2008):-47.64%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFSTCXCategory
Alpha (against Standard Index)6.103.11
Beta (against Standard Index)0.680.86
Mean Annual Return1.121.02
R-squared (against Standard Index)66.7973.35
Standard Deviation13.9917.20
Sharpe Ratio0.950.77
Treynor Ratio19.4115.23
5 Years
StatisticFSTCXCategory
Alpha (against Standard Index)4.821.56
Beta (against Standard Index)0.841.02
Mean Annual Return0.670.47
R-squared (against Standard Index)67.2374.63
Standard Deviation21.3325.15
Sharpe Ratio0.360.22
Treynor Ratio6.452.23
10 Years
StatisticFSTCXCategory
Alpha (against Standard Index)2.10-0.58
Beta (against Standard Index)0.911.15
Mean Annual Return0.920.82
R-squared (against Standard Index)63.0068.82
Standard Deviation18.5923.16
Sharpe Ratio0.500.38
Treynor Ratio8.655.10