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    More On F0CAN05NLT.T…


    SunWise Fidelity US Focused Stock 75/100 (F0CAN05NLT.TO)

    11.29 Down 0.02(0.18%) Sep 28

    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):40.83%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.83%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NLT.TOCategory
    Alpha (against Standard Index)-6.37-3.25
    Beta (against Standard Index)1.110.94
    Mean Annual Return1.191.26
    R-squared (against Standard Index)73.8877.15
    Standard Deviation13.6411.72
    Sharpe Ratio0.991.25
    Treynor Ratio12.0915.92
    5 Years
    StatisticF0CAN05NLT.TOCategory
    Alpha (against Standard Index)-7.17-4.20
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.931.34
    R-squared (against Standard Index)79.3775.52
    Standard Deviation12.2511.48
    Sharpe Ratio0.841.37
    Treynor Ratio9.0815.76
    10 Years
    StatisticF0CAN05NLT.TOCategory
    Alpha (against Standard Index)-6.23-2.11
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.210.63
    R-squared (against Standard Index)84.0678.80
    Standard Deviation13.3013.62
    Sharpe Ratio0.080.46
    Treynor Ratio0.135.44