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

    15.77 Up 0.04(0.25%) Sep 22

    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
    StatisticF000003XXN.TOCategory
    Alpha (against Standard Index)-2.74-1.28
    Beta (against Standard Index)0.990.83
    Mean Annual Return0.690.76
    R-squared (against Standard Index)85.4682.57
    Standard Deviation8.287.38
    Sharpe Ratio0.901.14
    Treynor Ratio7.5110.35
    5 Years
    StatisticF000003XXN.TOCategory
    Alpha (against Standard Index)-0.77-2.34
    Beta (against Standard Index)0.810.90
    Mean Annual Return0.610.73
    R-squared (against Standard Index)73.4981.00
    Standard Deviation7.107.38
    Sharpe Ratio0.911.10
    Treynor Ratio7.869.03
    10 Years
    StatisticF000003XXN.TOCategory
    Alpha (against Standard Index)-1.05-1.48
    Beta (against Standard Index)0.850.94
    Mean Annual Return0.350.40
    R-squared (against Standard Index)79.9681.57
    Standard Deviation8.709.56
    Sharpe Ratio0.310.36
    Treynor Ratio2.793.33