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    SunWise Elite CI PSS i20/e80 Comb Gtee (F00000LN88.TO)

    17.90 0.00(0.00%) Jul 28

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):24.31%
    Worst 1 Yr Total Return(Dec 30, 2011):-6.32%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000LN88.TOCategory
    Alpha (against Standard Index)-1.97-1.45
    Beta (against Standard Index)0.760.84
    Mean Annual Return0.560.71
    R-squared (against Standard Index)64.1482.24
    Standard Deviation7.387.35
    Sharpe Ratio0.811.07
    Treynor Ratio7.669.61
    5 Years
    StatisticF00000LN88.TOCategory
    Alpha (against Standard Index)-3.20-2.53
    Beta (against Standard Index)0.910.90
    Mean Annual Return0.480.59
    R-squared (against Standard Index)74.5782.51
    Standard Deviation7.877.55
    Sharpe Ratio0.620.83
    Treynor Ratio5.156.86
    10 Years
    StatisticF00000LN88.TOCategory
    Alpha (against Standard Index)N/A-1.46
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.40
    R-squared (against Standard Index)N/A82.30
    Standard DeviationN/A9.55
    Sharpe RatioN/A0.35
    Treynor RatioN/A3.20