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SunWise Portfolio Series Balanced Gr 75% (F0CAN05MHP.TO)

24.10 0.00(0.00%) Oct 20

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up12
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):18.77%
Worst 1 Yr Total Return(Dec 30, 2008):-21.67%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.94-1.33
Beta (against Standard Index)0.820.82
Mean Annual Return0.530.71
R-squared (against Standard Index)90.4782.51
Standard Deviation6.707.27
Sharpe Ratio0.831.09
Treynor Ratio6.709.83
5 Years
Alpha (against Standard Index)-3.41-1.64
Beta (against Standard Index)0.890.87
Mean Annual Return0.440.81
R-squared (against Standard Index)90.7581.50
Standard Deviation6.976.99
Sharpe Ratio0.641.29
Treynor Ratio4.8710.49
10 Years
Alpha (against Standard Index)-1.88-1.39
Beta (against Standard Index)0.890.93
Mean Annual Return0.300.40
R-squared (against Standard Index)90.7081.47
Standard Deviation8.479.54
Sharpe Ratio0.240.36
Treynor Ratio1.903.39