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

9.35 0.00(0.00%) Oct 29

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up7
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)-5.83-3.88
Beta (against Standard Index)1.051.04
Mean Annual Return1.591.73
R-squared (against Standard Index)62.3073.44
Standard Deviation9.799.34
Sharpe Ratio1.862.23
Treynor Ratio18.3920.78
5 Years
StatisticF0CAN05NLT.TOCategory
Alpha (against Standard Index)-5.81-3.44
Beta (against Standard Index)1.071.08
Mean Annual Return0.931.15
R-squared (against Standard Index)76.0879.69
Standard Deviation10.5810.68
Sharpe Ratio0.981.24
Treynor Ratio9.7012.42
10 Years
StatisticF0CAN05NLT.TOCategory
Alpha (against Standard Index)-5.10-1.16
Beta (against Standard Index)1.041.00
Mean Annual Return0.190.51
R-squared (against Standard Index)83.1378.46
Standard Deviation12.6612.83
Sharpe Ratio0.040.33
Treynor Ratio-0.333.59