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SunWise CI Sig Sel Cdn Bal Full (F0CAN05NNL.TO)

17.31 Down 0.01(0.06%) Mar 27

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):15.79%
Worst 1 Yr Total Return(Dec 30, 2008):-17.50%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN05NNL.TOCategory
Alpha (against Standard Index)-2.74-1.11
Beta (against Standard Index)0.880.99
Mean Annual Return0.340.45
R-squared (against Standard Index)82.8967.94
Standard Deviation5.516.32
Sharpe Ratio0.610.77
Treynor Ratio3.704.83
5 Years
StatisticF0CAN05NNL.TOCategory
Alpha (against Standard Index)-3.15-1.35
Beta (against Standard Index)0.981.03
Mean Annual Return0.230.57
R-squared (against Standard Index)86.7872.35
Standard Deviation5.986.21
Sharpe Ratio0.321.00
Treynor Ratio1.836.04
10 Years
StatisticF0CAN05NNL.TOCategory
Alpha (against Standard Index)-3.11-0.99
Beta (against Standard Index)0.941.04
Mean Annual Return0.170.37
R-squared (against Standard Index)82.0477.06
Standard Deviation8.049.03
Sharpe Ratio0.060.36
Treynor Ratio0.162.92