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    More On F000003XWN.T…


    SunWise 2001 Fidelity US Foc Stk 100/100 (F000003XWN.TO)

    10.14 Up 0.07(0.70%) Jan 26

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):40.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.04%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-6.19-3.05
    Beta (against Standard Index)1.031.01
    Mean Annual Return1.501.71
    R-squared (against Standard Index)58.3772.73
    Standard Deviation9.508.70
    Sharpe Ratio1.792.35
    Treynor Ratio17.4921.14
    5 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-7.06-4.11
    Beta (against Standard Index)1.081.10
    Mean Annual Return0.931.20
    R-squared (against Standard Index)77.4079.88
    Standard Deviation10.5210.72
    Sharpe Ratio0.981.30
    Treynor Ratio9.5412.92
    10 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-5.64-1.36
    Beta (against Standard Index)1.031.00
    Mean Annual Return0.180.53
    R-squared (against Standard Index)82.5678.39
    Standard Deviation12.5512.80
    Sharpe Ratio0.030.35
    Treynor Ratio-0.423.88