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

17.25 Down 0.05(0.29%) Sep 26

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)-2.41-1.28
Beta (against Standard Index)0.710.83
Mean Annual Return0.480.76
R-squared (against Standard Index)74.9482.57
Standard Deviation6.377.38
Sharpe Ratio0.781.14
Treynor Ratio6.8710.35
5 Years
StatisticF00000LN8G.TOCategory
Alpha (against Standard Index)-2.74-2.34
Beta (against Standard Index)0.800.90
Mean Annual Return0.430.73
R-squared (against Standard Index)81.7081.00
Standard Deviation6.557.38
Sharpe Ratio0.661.10
Treynor Ratio5.279.03
10 Years
StatisticF00000LN8G.TOCategory
Alpha (against Standard Index)N/A-1.48
Beta (against Standard Index)N/A0.94
Mean Annual ReturnN/A0.40
R-squared (against Standard Index)N/A81.57
Standard DeviationN/A9.56
Sharpe RatioN/A0.36
Treynor RatioN/A3.33