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    More On F0CAN05NLW.T…


    SunWise CI Canadian Income Port Basic (F0CAN05NLW.TO)

    20.84 Up 0.03(0.14%) Jan 20

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up12
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):14.19%
    Worst 1 Yr Total Return(Dec 30, 2008):-7.81%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NLW.TOCategory
    Alpha (against Standard Index)-2.15-0.82
    Beta (against Standard Index)0.820.83
    Mean Annual Return0.360.43
    R-squared (against Standard Index)90.7079.28
    Standard Deviation4.304.70
    Sharpe Ratio0.820.98
    Treynor Ratio4.215.42
    5 Years
    StatisticF0CAN05NLW.TOCategory
    Alpha (against Standard Index)-0.56-1.03
    Beta (against Standard Index)0.760.81
    Mean Annual Return0.400.48
    R-squared (against Standard Index)84.9976.78
    Standard Deviation3.724.14
    Sharpe Ratio1.081.22
    Treynor Ratio5.266.21
    10 Years
    StatisticF0CAN05NLW.TOCategory
    Alpha (against Standard Index)0.30-0.09
    Beta (against Standard Index)0.740.87
    Mean Annual Return0.370.35
    R-squared (against Standard Index)81.7173.91
    Standard Deviation4.566.04
    Sharpe Ratio0.620.52
    Treynor Ratio3.853.30