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    More On F0CAN064K5.T…


    SunWise Elite CI Signature Inc & Gr Comb (F0CAN064K5.TO)

    16.69 Down 0.04(0.24%) Aug 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, 2009):26.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN064K5.TOCategory
    Alpha (against Standard Index)-2.04-0.76
    Beta (against Standard Index)0.430.60
    Mean Annual Return0.300.64
    R-squared (against Standard Index)31.9160.72
    Standard Deviation5.856.33
    Sharpe Ratio0.481.12
    Treynor Ratio6.2311.92
    5 Years
    StatisticF0CAN064K5.TOCategory
    Alpha (against Standard Index)-2.64-1.30
    Beta (against Standard Index)0.550.65
    Mean Annual Return0.280.57
    R-squared (against Standard Index)31.4553.07
    Standard Deviation6.355.99
    Sharpe Ratio0.391.02
    Treynor Ratio4.219.38
    10 Years
    StatisticF0CAN064K5.TOCategory
    Alpha (against Standard Index)0.060.10
    Beta (against Standard Index)0.500.59
    Mean Annual Return0.320.40
    R-squared (against Standard Index)22.0145.60
    Standard Deviation8.497.19
    Sharpe Ratio0.270.46
    Treynor Ratio4.065.50