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SunWise Elite Fidelity NorthStar Full (F0CAN064KZ.TO)

14.01 Up 0.01(0.07%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up5
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
StatisticF0CAN064KZ.TOCategory
Alpha (against Standard Index)3.28-3.04
Beta (against Standard Index)0.630.97
Mean Annual Return1.341.33
R-squared (against Standard Index)53.9569.33
Standard Deviation8.4311.44
Sharpe Ratio1.791.44
Treynor Ratio25.1218.26
5 Years
StatisticF0CAN064KZ.TOCategory
Alpha (against Standard Index)-0.39-1.67
Beta (against Standard Index)0.730.93
Mean Annual Return0.901.04
R-squared (against Standard Index)72.9672.41
Standard Deviation9.2712.06
Sharpe Ratio1.081.04
Treynor Ratio13.9213.51
10 Years
StatisticF0CAN064KZ.TOCategory
Alpha (against Standard Index)N/A-1.00
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.58
R-squared (against Standard Index)N/A76.41
Standard DeviationN/A13.90
Sharpe RatioN/A0.39
Treynor RatioN/A5.71