Ratings & Risk for Fidelity International Discovery (FIGRX)

Morningstar Category: Foreign Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Average
    		169
    5-Year Above Average Average
    		145
    10-Year Above Average Average
    		105
    Overall Above Average 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 24.29 -0.15 -0.17
    5-Year 20.42 0.66 0.24
    10-Year 19.06 0.55 0.19
    15-Year 17.36 0.72 0.29
    20-Year 16.41 0.72 0.29
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.21 0.99 -3.92
    3-Year 97.12 1.00 0.61
    5-Year 96.93 1.01 0.92
    10-Year 93.03 1.02 2.88

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009