Nasdaq - Delayed Quote USD

Fidelity Large Cap Value Index (FLCOX)

18.62
+0.40
+(2.20%)
At close: 8:04:16 PM EDT

Fund Summary

The fund normally invests at least 80% of assets in securities included in the Russell 1000® Value Index, which is a market capitalization-weighted index designed to measure the performance of the large-cap value segment of the U.S. equity market. The advisor lends securities to earn income for the fund.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 26.51%
Worst 1Y Total Return --
Number of Years Up 6
Number of Years Down 2

Performance & Risk

YTD Return 0.44%
5y Average Return 13.46%
Rank in Category (ytd) 36
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.93
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
FLCOXCategory AverageFLCOXCategory AverageFLCOXCategory Average
Alpha -3.53 -0.01 -0.92 -0.03 -- -0.03
BETA 0.93 0.01 0.89 0.01 -- 0.01
Mean Annual Return 0.73 0.01 1.13 0.01 -- 0.01
R-squared 82.19 0.78 81.04 0.83 -- 0.84
Standard Deviation 16.71 0.17 15.89 0.19 -- 0.16
Sharpe Ratio 0.25 0 0.67 0 -- 0.01
Treynor Ratio 3.13 0.04 11.4 0.07 -- 0.08

Related Tickers