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P Sector Rotation Fidelity Select Funds Monthly Adjust From 1993 live

For a non-subscriber, the portfolio information is delayed 30 days or more.

Performance: From 12/31/1993 To 07/30/2010

	1993	1994	1995	1996	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0	5.93	46.52	25.63	12.39	25.06	113.01	-3.25	-12.28	-3.91	28.05	11.21	40.03	11.61	30.58	-34.16	23.69	-5.78	34.51	-0.85	8.64	15.98
Sharpe Ratio (%)	NA	NA	192.83	181.66	40.38	92.05	329.83	-17.49	-87.43	-24.3	127.93	52.14	150.4	35.23	128.28	-92.52	81.03	-22.45	118.97	-6.57	24.03	53.76

From 12/31/1993 To 07/30/2010

	1993	1994	1995	1996	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0	5.93	46.52	25.63	12.39	25.06	113.01	-3.25	-12.28	-3.91	28.05	11.21	40.03	11.61	30.58	-34.16	23.69	-5.78	34.51	-0.85	8.64	15.98
Sharpe Ratio (%)	NA	NA	192.83	181.66	40.38	92.05	329.83	-17.49	-87.43	-24.3	127.93	52.14	150.4	35.23	128.28	-92.52	81.03	-22.45	118.97	-6.57	24.03	53.76
Alpha(%)	NA	NA	-0.01	0.06	-0.05	-0.01	0.21	0.05	-0.01	0.04	0.03	0	0.12	-0.04	0.09	-0.02	0.02	-0.01	-0.03	0.03	0.04	0.05
Beta	NA	NA	1.314	0.625	0.944	1.029	1.362	1.182	0.451	0.473	0.826	1.188	1.284	1.467	1.12	0.703	0.834	1.194	0.986	0.788	0.827	0.845
RSquare	NA	NA	0.216	0.365	0.618	0.789	0.545	0.4	0.341	0.358	0.435	0.448	0.277	0.389	0.699	0.577	0.612	0.877	0.665	0.598	0.501	0.442
Standard Deviation	NA	0	0.221	0.122	0.22	0.236	0.333	0.417	0.167	0.206	0.214	0.197	0.252	0.236	0.215	0.379	0.291	0.26	0.289	0.307	0.283	0.252
Treynor Ratio	NA	NA	0.325	0.354	0.094	0.211	0.806	-0.062	-0.324	-0.106	0.331	0.086	0.295	0.057	0.246	-0.499	0.283	-0.049	0.349	-0.026	0.082	0.161
Draw Down	0	0.175	0.188	0.127	0.225	0.294	0.144	0.42	0.199	0.278	0.205	0.18	0.154	0.221	0.128	0.462	0.194	0.193	0.133	0.475	0.475	0.512
Sortino Ratio	NA	NA	2.777	2.685	0.523	1.256	5.021	-0.234	-1.139	-0.326	1.834	0.737	2.088	0.497	1.764	-1.224	1.161	-0.296	1.702	-0.089	0.329	0.743

Strategies:

Asset Allocation Srategy

Momentum Scoring

Rebalancing Strategy

STATIC check
parameters getParameter

Cash Flow Strategy

STATIC check
parameters

Asset Allocation Strategy

Momentum Scoring check
parameters getParameter

Asset Name

Asset Type

Strategy Name

Target Percentage

Actual Percentage

Total Amount

Securities

operation

Asset0

No Class

STATIC check
parameters parameters

100%

Current Securities

Asset1

No Class

STATIC check
parameters parameters

100%

Current Securities

Asset2

No Class

STATIC check
parameters parameters

100%

Current Securities

Holdings on 07/30/2010

Last Transaction Date		07/30/2010
Starting Date		12/31/1993
Original Amount		10,000
Benchmark		^GSPC
Symbol		P_6333

Historical Info
Monthly Holding Date:

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Holdings

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