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MD Select (MDSLECTIF.TO)

21.56 Down 0.16(0.74%) Aug 31

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up15
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2009):39.69%
Worst 1 Yr Total Return(Dec 30, 2008):-39.16%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMDSLECTIF.TOCategory
Alpha (against Standard Index)-1.220.30
Beta (against Standard Index)1.040.90
Mean Annual Return0.520.68
R-squared (against Standard Index)92.6282.08
Standard Deviation9.648.66
Sharpe Ratio0.560.88
Treynor Ratio4.968.62
5 Years
StatisticMDSLECTIF.TOCategory
Alpha (against Standard Index)-3.070.80
Beta (against Standard Index)1.120.93
Mean Annual Return0.060.53
R-squared (against Standard Index)93.0286.06
Standard Deviation11.379.74
Sharpe Ratio-0.010.59
Treynor Ratio-0.685.94
10 Years
StatisticMDSLECTIF.TOCategory
Alpha (against Standard Index)-3.06-0.20
Beta (against Standard Index)1.030.94
Mean Annual Return0.190.46
R-squared (against Standard Index)92.3190.54
Standard Deviation14.6113.57
Sharpe Ratio0.050.30
Treynor Ratio-0.383.48