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    SunWise 2001 Fidelity Gl AA 75/75 (F000003XXN.TO)

    15.18 Down 0.07(0.46%) Apr 23

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):18.77%
    Worst 1 Yr Total Return(Dec 30, 2008):-16.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XXN.TOCategory
    Alpha (against Standard Index)-0.90-1.61
    Beta (against Standard Index)0.870.85
    Mean Annual Return1.091.00
    R-squared (against Standard Index)76.0880.53
    Standard Deviation6.125.82
    Sharpe Ratio2.001.93
    Treynor Ratio14.6513.90
    5 Years
    StatisticF000003XXN.TOCategory
    Alpha (against Standard Index)-0.95-2.28
    Beta (against Standard Index)0.780.93
    Mean Annual Return0.730.77
    R-squared (against Standard Index)69.8284.15
    Standard Deviation6.567.26
    Sharpe Ratio1.221.18
    Treynor Ratio10.399.24
    10 Years
    StatisticF000003XXN.TOCategory
    Alpha (against Standard Index)-0.97-1.19
    Beta (against Standard Index)0.830.94
    Mean Annual Return0.460.49
    R-squared (against Standard Index)78.3182.87
    Standard Deviation8.369.22
    Sharpe Ratio0.440.45
    Treynor Ratio4.204.26