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SunWise Elite Quotential Glbl Gr 100/100 (F000002KVP.TO)

16.41 0.00(0.00%) Jul 26

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up6
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):26.20%
Worst 1 Yr Total Return(Dec 30, 2011):-9.90%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF000002KVP.TOCategory
Alpha (against Standard Index)-6.50-2.44
Beta (against Standard Index)0.930.89
Mean Annual Return0.580.90
R-squared (against Standard Index)91.8780.26
Standard Deviation9.8010.45
Sharpe Ratio0.640.97
Treynor Ratio6.4411.32
5 Years
StatisticF000002KVP.TOCategory
Alpha (against Standard Index)-7.03-3.34
Beta (against Standard Index)0.970.95
Mean Annual Return0.420.79
R-squared (against Standard Index)92.3679.43
Standard Deviation9.9610.72
Sharpe Ratio0.430.83
Treynor Ratio3.969.16
10 Years
StatisticF000002KVP.TOCategory
Alpha (against Standard Index)N/A-1.46
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.46
R-squared (against Standard Index)N/A81.70
Standard DeviationN/A12.57
Sharpe RatioN/A0.32
Treynor RatioN/A3.50