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SunWise CI Global Value Full (F0CAN05NZN.TO)

12.06 Up 0.03(0.25%) Feb 17

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):28.57%
Worst 1 Yr Total Return(Dec 30, 2002):-32.59%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-3.53-2.17
Beta (against Standard Index)0.900.87
Mean Annual Return0.800.71
R-squared (against Standard Index)89.0478.09
Standard Deviation9.6910.21
Sharpe Ratio0.920.78
Treynor Ratio9.768.84
5 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-3.92-2.43
Beta (against Standard Index)0.920.90
Mean Annual Return0.630.99
R-squared (against Standard Index)88.4877.34
Standard Deviation9.669.60
Sharpe Ratio0.701.17
Treynor Ratio7.1112.52
10 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-3.77-1.33
Beta (against Standard Index)0.900.95
Mean Annual Return0.180.38
R-squared (against Standard Index)88.6580.60
Standard Deviation11.2812.48
Sharpe Ratio0.060.26
Treynor Ratio0.002.77