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SunWise Elite CI Synergy Canadian Basic (F0CAN064KF.TO)

15.57 Down 0.03(0.19%) Dec 2

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):25.03%
Worst 1 Yr Total Return(Dec 30, 2008):-33.96%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.461.37
Beta (against Standard Index)0.750.76
Mean Annual Return0.510.55
R-squared (against Standard Index)62.1455.44
Standard Deviation8.538.51
Sharpe Ratio0.620.76
Treynor Ratio6.789.77
5 Years
Alpha (against Standard Index)0.382.83
Beta (against Standard Index)0.810.80
Mean Annual Return0.280.73
R-squared (against Standard Index)75.0461.77
Standard Deviation9.178.65
Sharpe Ratio0.270.98
Treynor Ratio2.6411.50
10 Years
Alpha (against Standard Index)-1.69-0.15
Beta (against Standard Index)0.840.86
Mean Annual Return0.250.41
R-squared (against Standard Index)87.5477.11
Standard Deviation12.3013.30
Sharpe Ratio0.110.29
Treynor Ratio0.743.64