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

11.09 Up 0.01(0.09%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up4
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
Alpha (against Standard Index)-2.86-0.69
Beta (against Standard Index)1.010.76
Mean Annual Return0.530.54
R-squared (against Standard Index)68.6869.60
Standard Deviation4.423.55
Sharpe Ratio1.231.65
Treynor Ratio5.477.52
5 Years
Alpha (against Standard Index)-5.630.47
Beta (against Standard Index)1.210.77
Mean Annual Return0.350.58
R-squared (against Standard Index)75.0375.24
Standard Deviation5.613.72
Sharpe Ratio0.601.71
Treynor Ratio2.739.10
10 Years
Alpha (against Standard Index)N/A0.07
Beta (against Standard Index)N/A0.84
Mean Annual ReturnN/A0.43
R-squared (against Standard Index)N/A78.81
Standard DeviationN/A5.49
Sharpe RatioN/A0.61
Treynor RatioN/A3.82