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    SunWise Essntl 2 Port Income PIM Invmt (F00000PJDG.TO)

    13.75 Up 0.05(0.36%) Dec 6

    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):10.31%
    Worst 1 Yr Total Return(Dec 30, 2015):6.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000PJDG.TOCategory
    Alpha (against Standard Index)0.11-0.65
    Beta (against Standard Index)0.810.82
    Mean Annual Return0.540.47
    R-squared (against Standard Index)90.4780.63
    Standard Deviation4.254.63
    Sharpe Ratio1.351.10
    Treynor Ratio7.096.04
    5 Years
    StatisticF00000PJDG.TOCategory
    Alpha (against Standard Index)N/A-0.73
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.50
    R-squared (against Standard Index)N/A77.40
    Standard DeviationN/A4.12
    Sharpe RatioN/A1.30
    Treynor RatioN/A6.58
    10 Years
    StatisticF00000PJDG.TOCategory
    Alpha (against Standard Index)N/A-0.21
    Beta (against Standard Index)N/A0.86
    Mean Annual ReturnN/A0.37
    R-squared (against Standard Index)N/A72.77
    Standard DeviationN/A6.19
    Sharpe RatioN/A0.54
    Treynor RatioN/A3.44