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    SunWise Elite CI PSS i40/e60 Comb Gtee (F00000LN8G.TO)

    17.08 0.00(0.00%) Jul 21

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):19.18%
    Worst 1 Yr Total Return(Dec 30, 2011):-4.49%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000LN8G.TOCategory
    Alpha (against Standard Index)-2.41-1.45
    Beta (against Standard Index)0.710.84
    Mean Annual Return0.480.71
    R-squared (against Standard Index)74.9482.24
    Standard Deviation6.377.35
    Sharpe Ratio0.781.07
    Treynor Ratio6.879.61
    5 Years
    StatisticF00000LN8G.TOCategory
    Alpha (against Standard Index)-2.74-2.53
    Beta (against Standard Index)0.800.90
    Mean Annual Return0.430.59
    R-squared (against Standard Index)81.7082.51
    Standard Deviation6.557.55
    Sharpe Ratio0.660.83
    Treynor Ratio5.276.86
    10 Years
    StatisticF00000LN8G.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