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SunWise 2001 Fidelity NorthStar 100/100 (SUNWISEFIDTO.TO)

15.29 Down 0.02(0.13%) Sep 19

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):43.51%
Worst 1 Yr Total Return(Dec 30, 2008):-33.86%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSUNWISEFIDTO.TOCategory
Alpha (against Standard Index)4.10-3.04
Beta (against Standard Index)0.630.97
Mean Annual Return1.411.33
R-squared (against Standard Index)53.8269.33
Standard Deviation8.4411.44
Sharpe Ratio1.881.44
Treynor Ratio26.6318.26
5 Years
StatisticSUNWISEFIDTO.TOCategory
Alpha (against Standard Index)0.36-1.67
Beta (against Standard Index)0.730.93
Mean Annual Return0.971.04
R-squared (against Standard Index)72.9172.41
Standard Deviation9.2912.06
Sharpe Ratio1.161.04
Treynor Ratio15.0513.51
10 Years
StatisticSUNWISEFIDTO.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