FIDELITY LOW PRICED STOCK COMMINGLED POOL CLASS O

Posted by Artie Phelan on Tuesday, June 18, 2024
Alpha 1 Year7.66 Alpha 3 Years6.77 Alpha 5 Years6.04 Average Gain 1 Year5.08 Average Gain 3 Years4.72 Average Gain 5 Years4.77 Average Loss 1 Year-2.27 Average Loss 3 Years-3.05 Average Loss 5 Years-3.76 Batting Average 1 Year50.00 Batting Average 3 Years50.00 Batting Average 5 Years50.00 Beta 1 Year0.58 Beta 3 Years0.65 Beta 5 Years0.71 Capture Ratio Down 1 Year45.92 Capture Ratio Down 3 Years58.44 Capture Ratio Down 5 Years66.72 Capture Ratio Up 1 Year73.66 Capture Ratio Up 3 Years83.97 Capture Ratio Up 5 Years86.35 Correlation 1 Year96.67 Correlation 3 Years89.00 Correlation 5 Years91.47 Information Ratio 1 Year0.69 Information Ratio 3 Years0.88 Information Ratio 5 Years0.54 Maximum Loss 1 Year-7.04 Maximum Loss 3 Years-16.83 Maximum Loss 5 Years-27.40 Performance Current Year6.42 Performance since Inception152.18 Risk adjusted Return 3 Years1.22 Risk adjusted Return 5 Years7.72 Risk adjusted Return Since Inception5.12 R-Squared (R²) 1 Year93.44 R-Squared (R²) 3 Years79.21 R-Squared (R²) 5 Years83.67 Sortino Ratio 1 Year1.65 Sortino Ratio 3 Years0.43 Sortino Ratio 5 Years0.93 Tracking Error 1 Year10.53 Tracking Error 3 Years10.56 Tracking Error 5 Years10.13 Trailing Performance 1 Month1.57 Trailing Performance 1 Week-2.23 Trailing Performance 1 Year17.30 Trailing Performance 10 Years146.15 Trailing Performance 2 Years33.78 Trailing Performance 3 Months2.87 Trailing Performance 3 Years21.61 Trailing Performance 4 Years85.58 Trailing Performance 5 Years89.00 Trailing Performance 6 Months13.98 Trailing Return 1 Month-2.23 Trailing Return 1 Year17.30 Trailing Return 2 Months1.57 Trailing Return 2 Years15.66 Trailing Return 3 Months-1.79 Trailing Return 3 Years6.74 Trailing Return 4 Years16.72 Trailing Return 5 Years12.45 Trailing Return 6 Months6.42 Trailing Return 9 Months18.11 Trailing Return Since Inception10.02 Trailing Return YTD - Year to Date6.42 Treynor Ratio 1 Year20.34 Treynor Ratio 3 Years5.11 Treynor Ratio 5 Years14.24

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