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    SunWise Elite Fidelity NorthStar Basic (F0CAN064KY.TO)

    18.50 Up 0.12(0.65%) Feb 21

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):44.00%
    Worst 1 Yr Total Return(Dec 30, 2008):-33.33%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.71-2.45
    Beta (against Standard Index)0.540.76
    Mean Annual Return1.130.58
    R-squared (against Standard Index)49.0262.88
    Standard Deviation8.3410.99
    Sharpe Ratio1.540.64
    Treynor Ratio24.388.84
    5 Years
    Alpha (against Standard Index)3.06-2.19
    Beta (against Standard Index)0.620.84
    Mean Annual Return0.941.00
    R-squared (against Standard Index)55.7762.97
    Standard Deviation9.4010.97
    Sharpe Ratio1.111.08
    Treynor Ratio16.8314.48
    10 Years
    Alpha (against Standard Index)-0.48-1.91
    Beta (against Standard Index)0.730.89
    Mean Annual Return0.440.44
    R-squared (against Standard Index)73.7077.28
    Standard Deviation11.8714.22
    Sharpe Ratio0.310.30
    Treynor Ratio4.253.73