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SunWise CI Global Conservative Port Bas (F0CAN05NUH.TO)

20.47 Up 0.01(0.05%) Jul 29

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):15.28%
Worst 1 Yr Total Return(Dec 30, 2008):-16.28%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN05NUH.TOCategory
Alpha (against Standard Index)-1.76-0.64
Beta (against Standard Index)0.560.59
Mean Annual Return0.440.61
R-squared (against Standard Index)64.3059.07
Standard Deviation5.396.23
Sharpe Ratio0.851.07
Treynor Ratio8.0611.42
5 Years
StatisticF0CAN05NUH.TOCategory
Alpha (against Standard Index)-1.77-1.32
Beta (against Standard Index)0.630.64
Mean Annual Return0.410.51
R-squared (against Standard Index)59.0652.54
Standard Deviation5.315.93
Sharpe Ratio0.770.91
Treynor Ratio6.428.31
10 Years
StatisticF0CAN05NUH.TOCategory
Alpha (against Standard Index)-0.550.12
Beta (against Standard Index)0.580.59
Mean Annual Return0.310.39
R-squared (against Standard Index)49.1244.64
Standard Deviation6.637.17
Sharpe Ratio0.320.45
Treynor Ratio3.335.42