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    SunWise Elite Quotential Bal Inc 75/100 (F000002KZS.TO)

    15.37 0.00(0.00%) May 20

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):20.28%
    Worst 1 Yr Total Return(Dec 30, 2011):-2.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000002KZS.TOCategory
    Alpha (against Standard Index)-3.84-1.32
    Beta (against Standard Index)0.600.59
    Mean Annual Return0.310.51
    R-squared (against Standard Index)69.2255.89
    Standard Deviation5.596.23
    Sharpe Ratio0.530.87
    Treynor Ratio4.719.02
    5 Years
    StatisticF000002KZS.TOCategory
    Alpha (against Standard Index)-3.77-1.50
    Beta (against Standard Index)0.630.65
    Mean Annual Return0.240.45
    R-squared (against Standard Index)61.5952.37
    Standard Deviation5.225.92
    Sharpe Ratio0.400.79
    Treynor Ratio3.157.01
    10 Years
    StatisticF000002KZS.TOCategory
    Alpha (against Standard Index)N/A-0.01
    Beta (against Standard Index)N/A0.59
    Mean Annual ReturnN/A0.35
    R-squared (against Standard Index)N/A44.94
    Standard DeviationN/A7.19
    Sharpe RatioN/A0.37
    Treynor RatioN/A4.45