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SunWise CI Global Value Full (F0CAN05NZN.TO)

11.68 Down 0.01(0.09%) Sep 29

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)-3.53-2.23
Beta (against Standard Index)0.900.88
Mean Annual Return0.800.97
R-squared (against Standard Index)89.0480.30
Standard Deviation9.6910.49
Sharpe Ratio0.921.05
Treynor Ratio9.7612.44
5 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-3.92-3.25
Beta (against Standard Index)0.920.94
Mean Annual Return0.631.00
R-squared (against Standard Index)88.4877.87
Standard Deviation9.6610.38
Sharpe Ratio0.701.10
Treynor Ratio7.1112.14
10 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-3.77-1.37
Beta (against Standard Index)0.900.96
Mean Annual Return0.180.48
R-squared (against Standard Index)88.6581.67
Standard Deviation11.2812.65
Sharpe Ratio0.060.34
Treynor Ratio0.003.87