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    More On F0CAN05NLX.T…


    SunWise US Market Index Basic (F0CAN05NLX.TO)

    14.88 Up 0.20(1.36%) Jan 19

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):36.45%
    Worst 1 Yr Total Return(Dec 30, 2002):-26.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NLX.TOCategory
    Alpha (against Standard Index)-2.81-3.74
    Beta (against Standard Index)0.970.95
    Mean Annual Return1.281.03
    R-squared (against Standard Index)99.0176.20
    Standard Deviation10.3011.50
    Sharpe Ratio1.421.04
    Treynor Ratio15.5312.43
    5 Years
    StatisticF0CAN05NLX.TOCategory
    Alpha (against Standard Index)-2.84-3.36
    Beta (against Standard Index)0.970.98
    Mean Annual Return1.111.34
    R-squared (against Standard Index)99.1475.80
    Standard Deviation9.6310.92
    Sharpe Ratio1.301.44
    Treynor Ratio13.2016.33
    10 Years
    StatisticF0CAN05NLX.TOCategory
    Alpha (against Standard Index)-2.79-2.11
    Beta (against Standard Index)0.971.00
    Mean Annual Return0.460.56
    R-squared (against Standard Index)99.2778.33
    Standard Deviation11.4813.59
    Sharpe Ratio0.350.41
    Treynor Ratio3.554.71