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FCSFX: Fidelity Series Commodity Strategy F (MUTUAL FUND)
Basic Info
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (39%) |
Start Date: | 10/20/2009 |
Last Dividend Date: | 09/09/2011 |
12-Mo. Yield | 0.00% |
Expenses | 0.40% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 10/20/2009 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -0.1 | -1.6 | -6.3 | -4.6 | 11.2 | -25.1 | -17.4 | -9.8 | -1.4 | -13.8 | 16.2 | 2.2 |
Sharpe Ratio | NA | -0.03 | -0.95 | -0.9 | -0.46 | -0.75 | 0.75 | -1.69 | -1.75 | -0.99 | -0.11 | -0.77 | 0.95 | 0.6 |
Draw Down(%) | NA | 11.1 | 41.7 | 52.5 | 59.1 | 11.1 | 8.7 | 27.6 | 24.9 | 15.0 | 15.1 | 22.6 | 16.0 | 5.3 |
Standard Deviation(%) | NA | 10.5 | 13.6 | 12.2 | 14.1 | 9.6 | 14.5 | 14.8 | 10.0 | 10.0 | 13.7 | 17.9 | 16.9 | 19.3 |
Treynor Ratio | NA | 0.0 | -0.17 | -0.14 | -0.08 | -0.12 | 0.14 | -0.32 | -0.23 | -0.12 | -0.02 | -0.17 | 0.2 | 0.13 |
Alpha | NA | -0.02 | -0.02 | -0.02 | -0.01 | -0.02 | -0.01 | -0.01 | 0.02 | -0.02 | -0.02 | -0.05 | 0.02 | 0.01 |
Beta | NA | 0.66 | 0.75 | 0.76 | 0.79 | 0.61 | 0.77 | 0.79 | 0.75 | 0.81 | 0.83 | 0.82 | 0.81 | 0.87 |
RSquared | NA | 0.75 | 0.86 | 0.83 | 0.85 | 0.7 | 0.9 | 0.9 | 0.75 | 0.75 | 0.81 | 0.89 | 0.87 | 0.89 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/20/2009
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