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

13.81 Down 0.01(0.07%) Jul 26

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)0.11-1.21
Beta (against Standard Index)0.810.82
Mean Annual Return0.540.49
R-squared (against Standard Index)90.4781.61
Standard Deviation4.254.61
Sharpe Ratio1.351.15
Treynor Ratio7.096.27
5 Years
StatisticF00000PJDG.TOCategory
Alpha (against Standard Index)N/A-0.80
Beta (against Standard Index)N/A0.81
Mean Annual ReturnN/A0.45
R-squared (against Standard Index)N/A78.48
Standard DeviationN/A4.25
Sharpe RatioN/A1.12
Treynor RatioN/A5.84
10 Years
StatisticF00000PJDG.TOCategory
Alpha (against Standard Index)N/A-0.16
Beta (against Standard Index)N/A0.84
Mean Annual ReturnN/A0.39
R-squared (against Standard Index)N/A75.64
Standard DeviationN/A5.86
Sharpe RatioN/A0.60
Treynor RatioN/A3.78