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    More On F0CAN05NNL.T…


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

    17.25 Up 0.01(0.06%) Feb 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)-2.74-1.12
    Beta (against Standard Index)0.880.99
    Mean Annual Return0.340.49
    R-squared (against Standard Index)82.8968.82
    Standard Deviation5.516.42
    Sharpe Ratio0.610.82
    Treynor Ratio3.705.31
    5 Years
    StatisticF0CAN05NNL.TOCategory
    Alpha (against Standard Index)-3.15-1.22
    Beta (against Standard Index)0.981.03
    Mean Annual Return0.230.58
    R-squared (against Standard Index)86.7872.16
    Standard Deviation5.986.21
    Sharpe Ratio0.321.01
    Treynor Ratio1.836.15
    10 Years
    StatisticF0CAN05NNL.TOCategory
    Alpha (against Standard Index)-3.11-0.99
    Beta (against Standard Index)0.941.04
    Mean Annual Return0.170.36
    R-squared (against Standard Index)82.0476.93
    Standard Deviation8.049.08
    Sharpe Ratio0.060.34
    Treynor Ratio0.162.74