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

    19.71 Up 0.20(1.03%) Feb 4

    Risk as of Dec 30, 2015Get 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)5.86-2.35
    Beta (against Standard Index)0.700.84
    Mean Annual Return1.410.90
    R-squared (against Standard Index)45.8381.77
    Standard Deviation7.366.68
    Sharpe Ratio2.201.50
    Treynor Ratio24.5312.21
    5 Years
    StatisticF000002ESI.TOCategory
    Alpha (against Standard Index)1.79-2.86
    Beta (against Standard Index)0.890.91
    Mean Annual Return1.000.62
    R-squared (against Standard Index)58.3482.33
    Standard Deviation8.257.09
    Sharpe Ratio1.340.94
    Treynor Ratio12.747.39
    10 Years
    StatisticF000002ESI.TOCategory
    Alpha (against Standard Index)N/A-1.60
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.41
    R-squared (against Standard Index)N/A84.04
    Standard DeviationN/A9.34
    Sharpe RatioN/A0.36
    Treynor RatioN/A3.24