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SunWise Elite CI Camb Cdn Eq Corp 75/75 (F000001W2W.TO)

16.27 Up 0.02(0.12%) Aug 21

Risk as of Jul 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, 2013):25.71%
Worst 1 Yr Total Return(Dec 30, 2011):-2.24%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)8.322.66
Beta (against Standard Index)0.640.83
Mean Annual Return1.210.87
R-squared (against Standard Index)59.9674.67
Standard Deviation8.189.62
Sharpe Ratio1.651.07
Treynor Ratio22.3313.37
5 Years
Alpha (against Standard Index)5.781.05
Beta (against Standard Index)0.740.86
Mean Annual Return1.140.85
R-squared (against Standard Index)68.7976.87
Standard Deviation9.3710.40
Sharpe Ratio1.380.95
Treynor Ratio18.1211.87
10 Years
Alpha (against Standard Index)N/A-0.96
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.64
R-squared (against Standard Index)N/A80.17
Standard DeviationN/A13.44
Sharpe RatioN/A0.44
Treynor RatioN/A6.06