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    More On F0CAN064LA.T…


    SunWise Eli CI Sig SG Inc & Gr Corp Bas (F0CAN064LA.TO)

    14.89 0.00(0.00%) Dec 6

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2006):19.59%
    Worst 1 Yr Total Return(Dec 30, 2008):-19.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN064LA.TOCategory
    Alpha (against Standard Index)-5.19-0.49
    Beta (against Standard Index)0.940.60
    Mean Annual Return0.510.56
    R-squared (against Standard Index)81.8560.57
    Standard Deviation7.956.18
    Sharpe Ratio0.670.98
    Treynor Ratio5.5210.21
    5 Years
    StatisticF0CAN064LA.TOCategory
    Alpha (against Standard Index)-4.52-0.36
    Beta (against Standard Index)1.020.62
    Mean Annual Return0.480.62
    R-squared (against Standard Index)75.2157.05
    Standard Deviation7.645.49
    Sharpe Ratio0.651.22
    Treynor Ratio4.7110.94
    10 Years
    StatisticF0CAN064LA.TOCategory
    Alpha (against Standard Index)-3.01-0.02
    Beta (against Standard Index)0.910.60
    Mean Annual Return0.230.37
    R-squared (against Standard Index)62.6745.05
    Standard Deviation9.257.19
    Sharpe Ratio0.130.42
    Treynor Ratio0.834.91