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    More On F0CAN064KL.T…

    SunWise Elite CI Value Trust Corp Basic (F0CAN064KL.TO)

    9.85 Up 0.07(0.72%) Dec 8

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):44.38%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.74%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.04-3.77
    Beta (against Standard Index)0.840.95
    Mean Annual Return1.071.07
    R-squared (against Standard Index)58.4677.38
    Standard Deviation11.6211.50
    Sharpe Ratio1.041.08
    Treynor Ratio14.3312.90
    5 Years
    Alpha (against Standard Index)-7.00-3.58
    Beta (against Standard Index)1.000.97
    Mean Annual Return0.801.27
    R-squared (against Standard Index)64.1875.22
    Standard Deviation12.3410.86
    Sharpe Ratio0.711.37
    Treynor Ratio8.4115.41
    10 Years
    Alpha (against Standard Index)-9.87-2.10
    Beta (against Standard Index)1.151.00
    Mean Annual Return-0.020.57
    R-squared (against Standard Index)75.8578.27
    Standard Deviation15.5113.61
    Sharpe Ratio-0.120.41
    Treynor Ratio-2.664.77