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SunWise Elite Fidelity NorthStar Full (F0CAN064KZ.TO)

16.28 Down 0.02(0.12%) Aug 23

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):42.36%
Worst 1 Yr Total Return(Dec 30, 2008):-34.03%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)3.58-1.70
Beta (against Standard Index)0.540.79
Mean Annual Return1.030.93
R-squared (against Standard Index)48.9767.95
Standard Deviation8.3210.96
Sharpe Ratio1.401.02
Treynor Ratio22.0514.76
5 Years
Alpha (against Standard Index)1.93-3.33
Beta (against Standard Index)0.620.90
Mean Annual Return0.840.90
R-squared (against Standard Index)55.8970.64
Standard Deviation9.3712.29
Sharpe Ratio0.990.87
Treynor Ratio14.8511.94
10 Years
Alpha (against Standard Index)-1.55-1.72
Beta (against Standard Index)0.720.90
Mean Annual Return0.350.55
R-squared (against Standard Index)73.8877.76
Standard Deviation11.8514.42
Sharpe Ratio0.220.38
Treynor Ratio2.715.08