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

    14.60 Down 0.01(0.07%) Jul 25

    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)-3.54-1.45
    Beta (against Standard Index)0.880.84
    Mean Annual Return0.530.71
    R-squared (against Standard Index)85.0182.24
    Standard Deviation7.437.35
    Sharpe Ratio0.761.07
    Treynor Ratio6.219.61
    5 Years
    StatisticF0CAN064JA.TOCategory
    Alpha (against Standard Index)-4.53-2.53
    Beta (against Standard Index)0.990.90
    Mean Annual Return0.420.59
    R-squared (against Standard Index)86.8082.51
    Standard Deviation7.887.55
    Sharpe Ratio0.530.83
    Treynor Ratio4.046.86
    10 Years
    StatisticF0CAN064JA.TOCategory
    Alpha (against Standard Index)-2.85-1.46
    Beta (against Standard Index)0.980.94
    Mean Annual Return0.250.40
    R-squared (against Standard Index)89.1082.30
    Standard Deviation9.419.55
    Sharpe Ratio0.150.35
    Treynor Ratio1.033.20