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    More On VERTEXENHANC…


    Vertex Enhanced Income Class B (VERTEXENHANC.TO)

    9.72 Up 0.02(0.21%) Mar 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2010):17.71%
    Worst 1 Yr Total Return(Dec 30, 2015):-12.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVERTEXENHANC.TOCategory
    Alpha (against Standard Index)-5.59-0.90
    Beta (against Standard Index)0.470.83
    Mean Annual Return-0.130.38
    R-squared (against Standard Index)12.9579.60
    Standard Deviation6.494.63
    Sharpe Ratio-0.360.86
    Treynor Ratio-5.354.67
    5 Years
    StatisticVERTEXENHANC.TOCategory
    Alpha (against Standard Index)-5.08-1.07
    Beta (against Standard Index)0.790.81
    Mean Annual Return0.040.46
    R-squared (against Standard Index)25.3577.37
    Standard Deviation6.994.13
    Sharpe Ratio-0.061.16
    Treynor Ratio-0.795.87
    10 Years
    StatisticVERTEXENHANC.TOCategory
    Alpha (against Standard Index)N/A-0.13
    Beta (against Standard Index)N/A0.87
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A74.16
    Standard DeviationN/A6.07
    Sharpe RatioN/A0.53
    Treynor RatioN/A3.38