Ratings & Risk for Fidelity Select Defense & Aerospace (FSDAX)

Morningstar Category: Industrials
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Below Average
    		10
    5-Year Above Average Below Average
    		9
    10-Year Above Average Low
    		8
    Overall Above Average Below 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 25.98 -0.22 -0.20
    5-Year 21.37 0.51 0.14
    10-Year 19.27 0.83 0.36
    15-Year 18.89 1.10 0.50
    20-Year 17.73 1.03 0.47
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 73.32 1.19 -4.13
    3-Year 76.51 1.16 3.89
    5-Year 74.17 1.15 4.66
    10-Year 60.16 0.92 9.36

    S&P 500 TR

    Trailing data as of 10/31/2009