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SunWise Elite CI Intl Balanced Basic (F0CAN064JP.TO)

14.53 Down 0.02(0.14%) Oct 27

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):15.60%
Worst 1 Yr Total Return(Dec 30, 2008):-13.44%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-5.21-0.52
Beta (against Standard Index)0.940.61
Mean Annual Return0.510.65
R-squared (against Standard Index)81.8061.95
Standard Deviation8.026.32
Sharpe Ratio0.681.13
Treynor Ratio5.5512.01
5 Years
Alpha (against Standard Index)-4.260.00
Beta (against Standard Index)1.010.63
Mean Annual Return0.500.67
R-squared (against Standard Index)75.2155.10
Standard Deviation7.585.61
Sharpe Ratio0.681.32
Treynor Ratio4.9512.07
10 Years
Alpha (against Standard Index)-2.940.02
Beta (against Standard Index)0.950.60
Mean Annual Return0.250.39
R-squared (against Standard Index)78.4345.31
Standard Deviation8.567.22
Sharpe Ratio0.160.45
Treynor Ratio1.115.32