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    More On F00000LN84.T…

    SunWise Elite CI PSS e100 Combined Gtee (F00000LN84.TO)

    18.97 Up 0.10(0.53%) Mar 24

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up5
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):28.29%
    Worst 1 Yr Total Return(Dec 30, 2011):-7.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.59-2.17
    Beta (against Standard Index)0.610.87
    Mean Annual Return0.630.71
    R-squared (against Standard Index)58.0377.78
    Standard Deviation8.0710.18
    Sharpe Ratio0.840.78
    Treynor Ratio11.008.89
    5 Years
    Alpha (against Standard Index)-1.73-2.56
    Beta (against Standard Index)0.600.90
    Mean Annual Return0.510.99
    R-squared (against Standard Index)49.1077.70
    Standard Deviation8.459.61
    Sharpe Ratio0.621.17
    Treynor Ratio8.3912.65
    10 Years
    Alpha (against Standard Index)N/A-1.35
    Beta (against Standard Index)N/A0.95
    Mean Annual ReturnN/A0.42
    R-squared (against Standard Index)N/A80.72
    Standard DeviationN/A12.50
    Sharpe RatioN/A0.31
    Treynor RatioN/A3.37