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    SunWise Essntl 2 Port Cnsrv Estate (F00000PJD3.TO)

    12.90 Down 0.01(0.08%) Jul 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):10.94%
    Worst 1 Yr Total Return(Dec 30, 2015):3.60%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000PJD3.TOCategory
    Alpha (against Standard Index)-2.33-0.64
    Beta (against Standard Index)0.540.59
    Mean Annual Return0.380.61
    R-squared (against Standard Index)73.9459.07
    Standard Deviation4.886.23
    Sharpe Ratio0.781.07
    Treynor Ratio6.9011.42
    5 Years
    StatisticF00000PJD3.TOCategory
    Alpha (against Standard Index)N/A-1.32
    Beta (against Standard Index)N/A0.64
    Mean Annual ReturnN/A0.51
    R-squared (against Standard Index)N/A52.54
    Standard DeviationN/A5.93
    Sharpe RatioN/A0.91
    Treynor RatioN/A8.31
    10 Years
    StatisticF00000PJD3.TOCategory
    Alpha (against Standard Index)N/A0.12
    Beta (against Standard Index)N/A0.59
    Mean Annual ReturnN/A0.39
    R-squared (against Standard Index)N/A44.64
    Standard DeviationN/A7.17
    Sharpe RatioN/A0.45
    Treynor RatioN/A5.42