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SunWise Essntl CI Glb Seg Bundle (F00000JVVZ.TO)

16.08 Down 0.02(0.12%) Feb 17

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):18.05%
Worst 1 Yr Total Return(Dec 30, 2011):-6.15%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF00000JVVZ.TOCategory
Alpha (against Standard Index)-4.84-1.38
Beta (against Standard Index)1.030.82
Mean Annual Return0.550.54
R-squared (against Standard Index)90.1081.02
Standard Deviation8.417.09
Sharpe Ratio0.690.82
Treynor Ratio5.477.14
5 Years
StatisticF00000JVVZ.TOCategory
Alpha (against Standard Index)-4.20-1.54
Beta (against Standard Index)1.090.85
Mean Annual Return0.520.72
R-squared (against Standard Index)90.1980.65
Standard Deviation8.556.68
Sharpe Ratio0.641.19
Treynor Ratio4.809.43
10 Years
StatisticF00000JVVZ.TOCategory
Alpha (against Standard Index)N/A-1.21
Beta (against Standard Index)N/A0.93
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A81.18
Standard DeviationN/A9.40
Sharpe RatioN/A0.30
Treynor RatioN/A2.73