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SunWise Elite CI Har For Eq Corp 75/100 (F000002568.TO)

10.97 Up 0.10(0.92%) Aug 20

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):36.01%
Worst 1 Yr Total Return(Dec 30, 2008):-41.18%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-7.76-4.72
Beta (against Standard Index)1.161.03
Mean Annual Return0.951.03
R-squared (against Standard Index)75.6677.10
Standard Deviation11.029.74
Sharpe Ratio0.951.26
Treynor Ratio8.9914.01
5 Years
Alpha (against Standard Index)-3.96-1.81
Beta (against Standard Index)1.090.97
Mean Annual Return0.860.92
R-squared (against Standard Index)70.2376.34
Standard Deviation11.6410.08
Sharpe Ratio0.821.06
Treynor Ratio8.5611.24
10 Years
Alpha (against Standard Index)N/A-0.73
Beta (against Standard Index)N/A0.98
Mean Annual ReturnN/A0.46
R-squared (against Standard Index)N/A82.00
Standard DeviationN/A12.14
Sharpe RatioN/A0.30
Treynor RatioN/A3.20