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    More On SWESSFIDELIT…


    SunWise Essntl Fdty Glb Asset Allc Inc (SWESSFIDELIT.TO)

    15.22 Down 0.03(0.20%) Aug 25

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):19.33%
    Worst 1 Yr Total Return(Dec 30, 2011):-2.31%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSWESSFIDELIT.TOCategory
    Alpha (against Standard Index)-2.36-1.46
    Beta (against Standard Index)0.980.84
    Mean Annual Return0.710.75
    R-squared (against Standard Index)85.0482.74
    Standard Deviation8.277.42
    Sharpe Ratio0.951.11
    Treynor Ratio7.9210.10
    5 Years
    StatisticSWESSFIDELIT.TOCategory
    Alpha (against Standard Index)-0.48-2.58
    Beta (against Standard Index)0.810.91
    Mean Annual Return0.630.67
    R-squared (against Standard Index)73.3982.42
    Standard Deviation7.107.58
    Sharpe Ratio0.950.96
    Treynor Ratio8.258.02
    10 Years
    StatisticSWESSFIDELIT.TOCategory
    Alpha (against Standard Index)N/A-1.47
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.41
    R-squared (against Standard Index)N/A82.56
    Standard DeviationN/A9.58
    Sharpe RatioN/A0.36
    Treynor RatioN/A3.37