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SunWise Elite Fidelity NorthStar Basic (F0CAN064KY.TO)

17.87 Down 0.09(0.50%) May 26

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):44.00%
Worst 1 Yr Total Return(Dec 30, 2008):-33.33%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)4.71-1.98
Beta (against Standard Index)0.540.78
Mean Annual Return1.130.87
R-squared (against Standard Index)49.0265.04
Standard Deviation8.3410.58
Sharpe Ratio1.540.99
Treynor Ratio24.3813.54
5 Years
Alpha (against Standard Index)3.06-3.49
Beta (against Standard Index)0.620.90
Mean Annual Return0.940.66
R-squared (against Standard Index)55.7769.64
Standard Deviation9.4012.17
Sharpe Ratio1.110.64
Treynor Ratio16.838.23
10 Years
Alpha (against Standard Index)-0.48-1.48
Beta (against Standard Index)0.730.90
Mean Annual Return0.440.44
R-squared (against Standard Index)73.7077.80
Standard Deviation11.8714.48
Sharpe Ratio0.310.27
Treynor Ratio4.253.34