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

    17.54 Up 0.06(0.34%) May 21

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up6
    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)4.810.06
    Beta (against Standard Index)0.690.82
    Mean Annual Return1.631.45
    R-squared (against Standard Index)52.4461.02
    Standard Deviation8.9010.19
    Sharpe Ratio2.101.69
    Treynor Ratio29.0021.98
    5 Years
    StatisticSUNWISEFIDTO.TOCategory
    Alpha (against Standard Index)0.03-2.43
    Beta (against Standard Index)0.730.92
    Mean Annual Return0.961.00
    R-squared (against Standard Index)70.6473.66
    Standard Deviation9.7212.25
    Sharpe Ratio1.100.96
    Treynor Ratio14.8412.51
    10 Years
    StatisticSUNWISEFIDTO.TOCategory
    Alpha (against Standard Index)-1.40-1.29
    Beta (against Standard Index)0.760.89
    Mean Annual Return0.510.61
    R-squared (against Standard Index)78.3676.98
    Standard Deviation11.9814.36
    Sharpe Ratio0.360.40
    Treynor Ratio4.975.49