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    SunWise 2001 Fidelity US Foc Stk 100/100 (F000003XWN.TO)

    10.70 Up 0.02(0.19%) Sep 22

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):40.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.04%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-6.45-3.25
    Beta (against Standard Index)1.110.94
    Mean Annual Return1.181.26
    R-squared (against Standard Index)73.9077.15
    Standard Deviation13.6011.72
    Sharpe Ratio0.981.25
    Treynor Ratio11.9915.92
    5 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-7.33-4.20
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.911.34
    R-squared (against Standard Index)79.3175.52
    Standard Deviation12.2211.48
    Sharpe Ratio0.821.37
    Treynor Ratio8.9015.76
    10 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-6.47-2.11
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.190.63
    R-squared (against Standard Index)83.9578.80
    Standard Deviation13.2613.62
    Sharpe Ratio0.060.46
    Treynor Ratio-0.125.44