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SunWise CI Harbour Growth & Income Full (F0CAN05O2T.TO)

19.23 0.00(0.00%) Aug 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):20.18%
Worst 1 Yr Total Return(Dec 30, 2008):-20.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.340.30
Beta (against Standard Index)0.270.39
Mean Annual Return0.350.50
R-squared (against Standard Index)10.9929.46
Standard Deviation6.196.41
Sharpe Ratio0.540.88
Treynor Ratio12.0814.83
5 Years
Alpha (against Standard Index)-3.16-1.36
Beta (against Standard Index)0.450.49
Mean Annual Return0.160.41
R-squared (against Standard Index)15.5126.64
Standard Deviation7.406.70
Sharpe Ratio0.140.64
Treynor Ratio1.708.23
10 Years
Alpha (against Standard Index)-1.020.06
Beta (against Standard Index)0.400.48
Mean Annual Return0.200.34
R-squared (against Standard Index)11.7424.85
Standard Deviation9.448.14
Sharpe Ratio0.090.32
Treynor Ratio0.975.31