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    SunWise Elite CI Intl Value Basic (F0CAN064JU.TO)

    13.63 Up 0.19(1.41%) Jan 19

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):24.35%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.78-1.27
    Beta (against Standard Index)0.900.90
    Mean Annual Return0.600.45
    R-squared (against Standard Index)92.2484.14
    Standard Deviation11.0611.90
    Sharpe Ratio0.590.40
    Treynor Ratio6.734.64
    5 Years
    Alpha (against Standard Index)-2.41-0.76
    Beta (against Standard Index)0.860.90
    Mean Annual Return0.410.92
    R-squared (against Standard Index)90.7983.40
    Standard Deviation10.6911.30
    Sharpe Ratio0.380.92
    Treynor Ratio4.2011.32
    10 Years
    Alpha (against Standard Index)-2.18-1.50
    Beta (against Standard Index)0.810.95
    Mean Annual Return0.120.16
    R-squared (against Standard Index)88.5586.73
    Standard Deviation11.7113.89
    Sharpe Ratio-0.010.05
    Treynor Ratio-0.97-0.29