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SunWise CI Global Balanced Corp Cl Bas (F0CAN05O46.TO)

13.86 Up 0.07(0.51%) Oct 21

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):15.85%
Worst 1 Yr Total Return(Dec 30, 2008):-23.17%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.06-1.33
Beta (against Standard Index)0.840.82
Mean Annual Return0.530.71
R-squared (against Standard Index)66.3882.51
Standard Deviation7.987.27
Sharpe Ratio0.711.09
Treynor Ratio6.519.83
5 Years
Alpha (against Standard Index)-2.34-1.64
Beta (against Standard Index)0.870.87
Mean Annual Return0.510.81
R-squared (against Standard Index)74.1081.50
Standard Deviation7.526.99
Sharpe Ratio0.711.29
Treynor Ratio6.0010.49
10 Years
Alpha (against Standard Index)-2.77-1.39
Beta (against Standard Index)0.900.93
Mean Annual Return0.230.40
R-squared (against Standard Index)80.8681.47
Standard Deviation9.099.54
Sharpe Ratio0.130.36
Treynor Ratio0.863.39