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SunWise Elite CI Camb Cdn AA Crp 100/100 (F000001W0S.TO)

13.72 Up 0.05(0.37%) Jul 25

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):22.44%
Worst 1 Yr Total Return(Dec 30, 2011):-1.92%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.81-2.26
Beta (against Standard Index)0.860.72
Mean Annual Return0.510.52
R-squared (against Standard Index)37.2027.99
Standard Deviation6.226.29
Sharpe Ratio0.820.88
Treynor Ratio5.927.43
5 Years
Alpha (against Standard Index)3.322.12
Beta (against Standard Index)0.630.62
Mean Annual Return0.760.65
R-squared (against Standard Index)18.5527.03
Standard Deviation7.706.80
Sharpe Ratio1.081.06
Treynor Ratio13.4612.25
10 Years
Alpha (against Standard Index)N/A2.53
Beta (against Standard Index)N/A0.52
Mean Annual ReturnN/A0.49
R-squared (against Standard Index)N/A20.88
Standard DeviationN/A9.05
Sharpe RatioN/A0.45
Treynor RatioN/A7.32