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

13.88 Up 0.04(0.29%) Nov 18

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
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
Alpha (against Standard Index)0.56-2.64
Beta (against Standard Index)0.660.94
Mean Annual Return0.870.91
R-squared (against Standard Index)69.4680.21
Standard Deviation4.185.53
Sharpe Ratio2.281.84
Treynor Ratio14.9811.43
5 Years
Alpha (against Standard Index)-1.29-1.92
Beta (against Standard Index)0.690.97
Mean Annual Return0.540.71
R-squared (against Standard Index)67.0983.70
Standard Deviation5.627.15
Sharpe Ratio1.001.11
Treynor Ratio8.148.22
10 Years
Alpha (against Standard Index)-1.24-1.12
Beta (against Standard Index)0.820.96
Mean Annual Return0.400.46
R-squared (against Standard Index)78.0383.89
Standard Deviation8.189.17
Sharpe Ratio0.360.41
Treynor Ratio3.263.69