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    SunWise Elite Fidelity NorthStar Comb (F0CAN064L0.TO)

    16.89 Down 0.01(0.06%) Jun 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):43.18%
    Worst 1 Yr Total Return(Dec 30, 2008):-33.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.14-2.10
    Beta (against Standard Index)0.540.78
    Mean Annual Return1.080.89
    R-squared (against Standard Index)49.4865.97
    Standard Deviation8.3210.62
    Sharpe Ratio1.481.01
    Treynor Ratio23.1914.06
    5 Years
    Alpha (against Standard Index)2.50-3.50
    Beta (against Standard Index)0.620.89
    Mean Annual Return0.890.74
    R-squared (against Standard Index)56.1069.97
    Standard Deviation9.3812.27
    Sharpe Ratio1.050.71
    Treynor Ratio15.849.43
    10 Years
    Alpha (against Standard Index)-1.01-1.58
    Beta (against Standard Index)0.720.90
    Mean Annual Return0.390.53
    R-squared (against Standard Index)73.9277.50
    Standard Deviation11.8514.38
    Sharpe Ratio0.270.35
    Treynor Ratio3.484.61