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SunWise Elite CI PSS i30/e70 Comb Gtee (F00000LN8B.TO)

18.20 Up 0.10(0.55%) Mar 24

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):21.25%
Worst 1 Yr Total Return(Dec 30, 2011):-5.30%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF00000LN8B.TOCategory
Alpha (against Standard Index)-2.60-1.38
Beta (against Standard Index)0.760.82
Mean Annual Return0.500.53
R-squared (against Standard Index)73.7280.16
Standard Deviation6.847.10
Sharpe Ratio0.770.81
Treynor Ratio6.817.01
5 Years
StatisticF00000LN8B.TOCategory
Alpha (against Standard Index)-3.18-1.62
Beta (against Standard Index)0.860.85
Mean Annual Return0.440.73
R-squared (against Standard Index)80.9280.34
Standard Deviation7.166.77
Sharpe Ratio0.621.19
Treynor Ratio5.009.54
10 Years
StatisticF00000LN8B.TOCategory
Alpha (against Standard Index)N/A-1.30
Beta (against Standard Index)N/A0.93
Mean Annual ReturnN/A0.36
R-squared (against Standard Index)N/A81.08
Standard DeviationN/A9.49
Sharpe RatioN/A0.33
Treynor RatioN/A3.04