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    SunWise 2001 Fidelity Gl AA 75/75 (F000003XXN.TO)

    16.31 Up 0.03(0.18%) Mar 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):18.77%
    Worst 1 Yr Total Return(Dec 30, 2008):-16.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.74-1.38
    Beta (against Standard Index)0.990.82
    Mean Annual Return0.690.53
    R-squared (against Standard Index)85.4680.16
    Standard Deviation8.287.10
    Sharpe Ratio0.900.81
    Treynor Ratio7.517.01
    5 Years
    Alpha (against Standard Index)-0.77-1.62
    Beta (against Standard Index)0.810.85
    Mean Annual Return0.610.73
    R-squared (against Standard Index)73.4980.34
    Standard Deviation7.106.77
    Sharpe Ratio0.911.19
    Treynor Ratio7.869.54
    10 Years
    Alpha (against Standard Index)-1.05-1.30
    Beta (against Standard Index)0.850.93
    Mean Annual Return0.350.36
    R-squared (against Standard Index)79.9681.08
    Standard Deviation8.709.49
    Sharpe Ratio0.310.33
    Treynor Ratio2.793.04