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    More On F000002ESI.T…

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

    22.46 Up 0.09(0.40%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    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
    Alpha (against Standard Index)7.11-1.96
    Beta (against Standard Index)0.710.84
    Mean Annual Return1.520.93
    R-squared (against Standard Index)49.7982.74
    Standard Deviation7.136.64
    Sharpe Ratio2.451.56
    Treynor Ratio26.4612.65
    5 Years
    Alpha (against Standard Index)3.20-2.42
    Beta (against Standard Index)0.870.90
    Mean Annual Return1.100.66
    R-squared (against Standard Index)57.6282.61
    Standard Deviation8.237.17
    Sharpe Ratio1.500.99
    Treynor Ratio14.607.94
    10 Years
    Alpha (against Standard Index)N/A-1.36
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.45
    R-squared (against Standard Index)N/A83.22
    Standard DeviationN/A9.37
    Sharpe RatioN/A0.40
    Treynor RatioN/A3.74