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SunWise Essntl 2 Port Cnsrv PIM Estate (F00000PJD6.TO)

14.24 Up 0.05(0.35%) Jul 22

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up3
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):13.95%
Worst 1 Yr Total Return(Dec 30, 2015):6.33%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF00000PJD6.TOCategory
Alpha (against Standard Index)0.22-0.64
Beta (against Standard Index)0.540.59
Mean Annual Return0.590.61
R-squared (against Standard Index)74.7459.07
Standard Deviation4.876.23
Sharpe Ratio1.321.07
Treynor Ratio11.8411.42
5 Years
StatisticF00000PJD6.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
StatisticF00000PJD6.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