Ratings & Risk for Fidelity Export & Multinational (FEXPX)

Morningstar Category: Large Growth
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Above Average
    		449
    5-Year Above Average Above Average
    		390
    10-Year High Average
    		278
    Overall Above Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 22.32 -0.26 -0.24
    5-Year 18.64 0.35 0.06
    10-Year 18.33 0.53 0.18
    15-Year 18.99 1.04 0.47
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 91.72 0.98 6.20
    3-Year 87.97 1.07 2.78
    5-Year 85.88 1.08 2.68
    10-Year 81.31 1.02 6.01

    S&P 500 TR

    Trailing data as of 10/31/2009