• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.32% Nasdaq Down0.01%

    More On F0CAN05NLT.T…


    SunWise Fidelity US Focused Stock 75/100 (F0CAN05NLT.TO)

    11.37 Up 0.01(0.09%) Jul 28

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up8
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):40.83%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.83%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NLT.TOCategory
    Alpha (against Standard Index)-5.73-0.86
    Beta (against Standard Index)1.090.92
    Mean Annual Return1.631.71
    R-squared (against Standard Index)62.6370.76
    Standard Deviation11.029.16
    Sharpe Ratio1.692.21
    Treynor Ratio18.0923.87
    5 Years
    StatisticF0CAN05NLT.TOCategory
    Alpha (against Standard Index)-6.87-3.47
    Beta (against Standard Index)1.121.04
    Mean Annual Return1.261.42
    R-squared (against Standard Index)75.2075.40
    Standard Deviation10.9310.49
    Sharpe Ratio1.301.59
    Treynor Ratio13.0816.41
    10 Years
    StatisticF0CAN05NLT.TOCategory
    Alpha (against Standard Index)-5.45-1.44
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.270.58
    R-squared (against Standard Index)82.9878.99
    Standard Deviation12.9913.00
    Sharpe Ratio0.120.41
    Treynor Ratio0.694.65