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    SunWise Elite Manulife Gl Mt Inc 75/100 (F000001W38.TO)

    11.23 Down 0.01(0.09%) Jan 28

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):7.74%
    Worst 1 Yr Total Return(Dec 30, 2011):-5.40%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000001W38.TOCategory
    Alpha (against Standard Index)-3.23-0.54
    Beta (against Standard Index)0.870.74
    Mean Annual Return0.470.59
    R-squared (against Standard Index)75.5667.99
    Standard Deviation3.273.11
    Sharpe Ratio1.422.03
    Treynor Ratio5.439.68
    5 Years
    StatisticF000001W38.TOCategory
    Alpha (against Standard Index)-6.180.12
    Beta (against Standard Index)1.220.78
    Mean Annual Return0.260.53
    R-squared (against Standard Index)73.3373.75
    Standard Deviation5.443.62
    Sharpe Ratio0.411.56
    Treynor Ratio1.769.08
    10 Years
    StatisticF000001W38.TOCategory
    Alpha (against Standard Index)N/A-0.02
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.41
    R-squared (against Standard Index)N/A77.36
    Standard DeviationN/A5.30
    Sharpe RatioN/A0.60
    Treynor RatioN/A3.78