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Quadrus Div Cl (GWLIM) D5 (F00000OKTQ.TO)

16.35 Up 0.01(0.06%) Feb 22

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):15.11%
Worst 1 Yr Total Return(Dec 30, 2015):-10.08%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF00000OKTQ.TOCategory
Alpha (against Standard Index)-2.930.56
Beta (against Standard Index)0.870.82
Mean Annual Return0.290.55
R-squared (against Standard Index)84.7372.87
Standard Deviation8.498.02
Sharpe Ratio0.320.80
Treynor Ratio2.738.04
5 Years
StatisticF00000OKTQ.TOCategory
Alpha (against Standard Index)N/A1.88
Beta (against Standard Index)N/A0.78
Mean Annual ReturnN/A0.67
R-squared (against Standard Index)N/A71.14
Standard DeviationN/A7.59
Sharpe RatioN/A0.98
Treynor RatioN/A9.80
10 Years
StatisticF00000OKTQ.TOCategory
Alpha (against Standard Index)N/A1.34
Beta (against Standard Index)N/A0.70
Mean Annual ReturnN/A0.46
R-squared (against Standard Index)N/A75.54
Standard DeviationN/A10.72
Sharpe RatioN/A0.40
Treynor RatioN/A5.73