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    SunWise Elite CI Camb Bal Bundle 75/75 (SWLITECAMBRI.TO)

    18.24 Up 0.02(0.11%) Jul 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):18.15%
    Worst 1 Yr Total Return(Dec 30, 2015):-0.41%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSWLITECAMBRI.TOCategory
    Alpha (against Standard Index)-0.22-1.45
    Beta (against Standard Index)0.590.84
    Mean Annual Return0.560.71
    R-squared (against Standard Index)53.0982.24
    Standard Deviation6.277.35
    Sharpe Ratio0.941.07
    Treynor Ratio9.969.61
    5 Years
    StatisticSWLITECAMBRI.TOCategory
    Alpha (against Standard Index)0.71-2.53
    Beta (against Standard Index)0.670.90
    Mean Annual Return0.630.59
    R-squared (against Standard Index)61.1882.51
    Standard Deviation6.397.55
    Sharpe Ratio1.040.83
    Treynor Ratio9.966.86
    10 Years
    StatisticSWLITECAMBRI.TOCategory
    Alpha (against Standard Index)N/A-1.46
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.40
    R-squared (against Standard Index)N/A82.30
    Standard DeviationN/A9.55
    Sharpe RatioN/A0.35
    Treynor RatioN/A3.20