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    More On F0CAN05O3M.T…

    SunWise CI Signature Cdn Balanced Comb (F0CAN05O3M.TO)

    21.99 Down 0.01(0.05%) Dec 2

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):20.68%
    Worst 1 Yr Total Return(Dec 30, 2008):-15.77%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.040.50
    Beta (against Standard Index)0.870.92
    Mean Annual Return0.370.46
    R-squared (against Standard Index)60.6961.94
    Standard Deviation5.465.19
    Sharpe Ratio0.670.96
    Treynor Ratio4.115.48
    5 Years
    Alpha (against Standard Index)-0.751.65
    Beta (against Standard Index)1.030.90
    Mean Annual Return0.260.53
    R-squared (against Standard Index)65.1862.48
    Standard Deviation5.974.89
    Sharpe Ratio0.381.16
    Treynor Ratio2.076.47
    10 Years
    Alpha (against Standard Index)-0.97-0.65
    Beta (against Standard Index)1.020.97
    Mean Annual Return0.340.36
    R-squared (against Standard Index)77.6975.84
    Standard Deviation7.587.22
    Sharpe Ratio0.320.41
    Treynor Ratio2.202.92