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

    10.24 Down 0.07(0.68%) May 26

    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):40.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.04%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-6.45-2.91
    Beta (against Standard Index)1.110.94
    Mean Annual Return1.181.23
    R-squared (against Standard Index)73.9077.45
    Standard Deviation13.6011.59
    Sharpe Ratio0.981.23
    Treynor Ratio11.9915.12
    5 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-7.33-4.40
    Beta (against Standard Index)1.101.01
    Mean Annual Return0.911.03
    R-squared (against Standard Index)79.3177.02
    Standard Deviation12.2211.70
    Sharpe Ratio0.821.02
    Treynor Ratio8.9011.43
    10 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-6.47-2.23
    Beta (against Standard Index)1.041.01
    Mean Annual Return0.190.53
    R-squared (against Standard Index)83.9578.73
    Standard Deviation13.2613.62
    Sharpe Ratio0.060.36
    Treynor Ratio-0.123.99