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SunWise Elite CI Signature High Inc Comb (F0CAN064K2.TO)

17.70 0.00(0.00%) Aug 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):29.45%
Worst 1 Yr Total Return(Dec 30, 2008):-21.87%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN064K2.TOCategory
Alpha (against Standard Index)-3.18-0.76
Beta (against Standard Index)0.380.60
Mean Annual Return0.160.64
R-squared (against Standard Index)35.0560.72
Standard Deviation4.946.33
Sharpe Ratio0.221.12
Treynor Ratio2.5811.92
5 Years
StatisticF0CAN064K2.TOCategory
Alpha (against Standard Index)-0.72-1.30
Beta (against Standard Index)0.410.65
Mean Annual Return0.330.57
R-squared (against Standard Index)31.5553.07
Standard Deviation4.795.99
Sharpe Ratio0.661.02
Treynor Ratio7.439.38
10 Years
StatisticF0CAN064K2.TOCategory
Alpha (against Standard Index)1.090.10
Beta (against Standard Index)0.350.59
Mean Annual Return0.350.40
R-squared (against Standard Index)12.7445.60
Standard Deviation7.877.19
Sharpe Ratio0.340.46
Treynor Ratio6.955.50