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    SunWise Elite Fidelity NorthStar Full (F0CAN064KZ.TO)

    16.62 Up 0.02(0.12%) Nov 26

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):42.36%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.03%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)8.10-0.11
    Beta (against Standard Index)0.570.77
    Mean Annual Return1.741.40
    R-squared (against Standard Index)44.5458.92
    Standard Deviation8.1910.04
    Sharpe Ratio2.451.69
    Treynor Ratio38.2123.66
    5 Years
    Alpha (against Standard Index)1.67-3.96
    Beta (against Standard Index)0.660.91
    Mean Annual Return1.020.86
    R-squared (against Standard Index)61.9268.09
    Standard Deviation8.9111.93
    Sharpe Ratio1.280.88
    Treynor Ratio17.5810.97
    10 Years
    Alpha (against Standard Index)-1.56-1.36
    Beta (against Standard Index)0.740.89
    Mean Annual Return0.480.59
    R-squared (against Standard Index)77.1077.23
    Standard Deviation11.8514.43
    Sharpe Ratio0.340.39
    Treynor Ratio4.645.36