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 Dow Up0.17% Nasdaq Up0.44%

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

13.58 Up 0.04(0.30%) Jul 11

Risk as of May 30, 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)-4.18-4.02
Beta (against Standard Index)0.870.80
Mean Annual Return0.460.42
R-squared (against Standard Index)39.5233.86
Standard Deviation6.236.37
Sharpe Ratio0.740.68
Treynor Ratio5.275.02
5 Years
Alpha (against Standard Index)3.301.54
Beta (against Standard Index)0.530.59
Mean Annual Return0.750.65
R-squared (against Standard Index)15.5628.72
Standard Deviation7.706.92
Sharpe Ratio1.071.04
Treynor Ratio15.6612.53
10 Years
Alpha (against Standard Index)N/A2.41
Beta (against Standard Index)N/A0.52
Mean Annual ReturnN/A0.48
R-squared (against Standard Index)N/A21.07
Standard DeviationN/A9.03
Sharpe RatioN/A0.44
Treynor RatioN/A7.05