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SunWise CI International Balanced Comb (F0CAN05O4J.TO)

18.20 Down 0.02(0.11%) Feb 23

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):15.64%
Worst 1 Yr Total Return(Dec 30, 2008):-13.42%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN05O4J.TOCategory
Alpha (against Standard Index)-5.150.01
Beta (against Standard Index)0.940.60
Mean Annual Return0.520.48
R-squared (against Standard Index)81.6960.26
Standard Deviation8.036.19
Sharpe Ratio0.680.84
Treynor Ratio5.618.99
5 Years
StatisticF0CAN05O4J.TOCategory
Alpha (against Standard Index)-4.28-0.22
Beta (against Standard Index)1.010.61
Mean Annual Return0.500.58
R-squared (against Standard Index)75.2957.22
Standard Deviation7.585.39
Sharpe Ratio0.681.15
Treynor Ratio4.9310.42
10 Years
StatisticF0CAN05O4J.TOCategory
Alpha (against Standard Index)-3.010.30
Beta (against Standard Index)0.950.58
Mean Annual Return0.240.34
R-squared (against Standard Index)78.4743.23
Standard Deviation8.557.12
Sharpe Ratio0.150.39
Treynor Ratio1.044.68