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

    18.57 Up 0.03(0.16%) Dec 9

    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
    StatisticF00000LN84.TOCategory
    Alpha (against Standard Index)-1.59-2.52
    Beta (against Standard Index)0.610.88
    Mean Annual Return0.630.77
    R-squared (against Standard Index)58.0379.46
    Standard Deviation8.0710.21
    Sharpe Ratio0.840.84
    Treynor Ratio11.009.48
    5 Years
    StatisticF00000LN84.TOCategory
    Alpha (against Standard Index)-1.73-2.66
    Beta (against Standard Index)0.600.92
    Mean Annual Return0.510.98
    R-squared (against Standard Index)49.1077.63
    Standard Deviation8.459.74
    Sharpe Ratio0.621.15
    Treynor Ratio8.3912.28
    10 Years
    StatisticF00000LN84.TOCategory
    Alpha (against Standard Index)N/A-1.38
    Beta (against Standard Index)N/A0.96
    Mean Annual ReturnN/A0.44
    R-squared (against Standard Index)N/A81.70
    Standard DeviationN/A12.57
    Sharpe RatioN/A0.31
    Treynor RatioN/A3.39