• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.48% Nasdaq Up0.28%

    More On F0CAN05NLT.T…


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

    11.15 Up 0.21(1.92%) Jan 18

    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)-6.37-3.74
    Beta (against Standard Index)1.110.95
    Mean Annual Return1.191.03
    R-squared (against Standard Index)73.8876.20
    Standard Deviation13.6411.50
    Sharpe Ratio0.991.04
    Treynor Ratio12.0912.43
    5 Years
    StatisticF0CAN05NLT.TOCategory
    Alpha (against Standard Index)-7.17-3.36
    Beta (against Standard Index)1.100.98
    Mean Annual Return0.931.34
    R-squared (against Standard Index)79.3775.80
    Standard Deviation12.2510.92
    Sharpe Ratio0.841.44
    Treynor Ratio9.0816.33
    10 Years
    StatisticF0CAN05NLT.TOCategory
    Alpha (against Standard Index)-6.23-2.11
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.210.56
    R-squared (against Standard Index)84.0678.33
    Standard Deviation13.3013.59
    Sharpe Ratio0.080.41
    Treynor Ratio0.134.71