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    EdgePoint Global Growth & Inc Port Sr A (F000002ESI.TO)

    20.76 Down 0.05(0.24%) May 3

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):32.40%
    Worst 1 Yr Total Return(Dec 30, 2011):-0.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000002ESI.TOCategory
    Alpha (against Standard Index)5.22-1.94
    Beta (against Standard Index)0.660.84
    Mean Annual Return1.110.68
    R-squared (against Standard Index)42.0581.56
    Standard Deviation7.837.29
    Sharpe Ratio1.601.03
    Treynor Ratio19.738.81
    5 Years
    StatisticF000002ESI.TOCategory
    Alpha (against Standard Index)2.12-2.75
    Beta (against Standard Index)0.870.91
    Mean Annual Return0.910.54
    R-squared (against Standard Index)55.6582.76
    Standard Deviation8.647.49
    Sharpe Ratio1.170.76
    Treynor Ratio11.836.15
    10 Years
    StatisticF000002ESI.TOCategory
    Alpha (against Standard Index)N/A-1.48
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.35
    R-squared (against Standard Index)N/A83.03
    Standard DeviationN/A9.53
    Sharpe RatioN/A0.28
    Treynor RatioN/A2.48