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SunWise Elite Port Ser Growth 75/100 (F0CAN064JA.TO)

15.54 Up 0.10(0.65%) Mar 24

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):21.00%
Worst 1 Yr Total Return(Dec 30, 2008):-24.37%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN064JA.TOCategory
Alpha (against Standard Index)-3.54-1.38
Beta (against Standard Index)0.880.82
Mean Annual Return0.530.53
R-squared (against Standard Index)85.0180.16
Standard Deviation7.437.10
Sharpe Ratio0.760.81
Treynor Ratio6.217.01
5 Years
StatisticF0CAN064JA.TOCategory
Alpha (against Standard Index)-4.53-1.62
Beta (against Standard Index)0.990.85
Mean Annual Return0.420.73
R-squared (against Standard Index)86.8080.34
Standard Deviation7.886.77
Sharpe Ratio0.531.19
Treynor Ratio4.049.54
10 Years
StatisticF0CAN064JA.TOCategory
Alpha (against Standard Index)-2.85-1.30
Beta (against Standard Index)0.980.93
Mean Annual Return0.250.36
R-squared (against Standard Index)89.1081.08
Standard Deviation9.419.49
Sharpe Ratio0.150.33
Treynor Ratio1.033.04