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

    9.55 Down 0.06(0.62%) Feb 11

    Risk as of Dec 30, 2015Get 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)-7.95-3.18
    Beta (against Standard Index)1.120.95
    Mean Annual Return1.731.77
    R-squared (against Standard Index)70.1475.77
    Standard Deviation12.6410.70
    Sharpe Ratio1.581.96
    Treynor Ratio18.8623.09
    5 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-8.06-4.31
    Beta (against Standard Index)1.111.01
    Mean Annual Return1.081.24
    R-squared (against Standard Index)77.4676.44
    Standard Deviation11.6210.95
    Sharpe Ratio1.041.32
    Treynor Ratio10.9414.22
    10 Years
    StatisticF000003XWN.TOCategory
    Alpha (against Standard Index)-6.36-1.99
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.280.63
    R-squared (against Standard Index)83.6478.98
    Standard Deviation13.1713.39
    Sharpe Ratio0.130.44
    Treynor Ratio0.895.20