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

15.20 Down 0.02(0.13%) Apr 29

Risk as of Mar 30, 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)-4.41-1.75
Beta (against Standard Index)0.620.60
Mean Annual Return0.330.53
R-squared (against Standard Index)70.1555.86
Standard Deviation5.586.20
Sharpe Ratio0.570.92
Treynor Ratio4.989.17
5 Years
StatisticF000002KZS.TOCategory
Alpha (against Standard Index)-4.03-1.78
Beta (against Standard Index)0.640.66
Mean Annual Return0.270.47
R-squared (against Standard Index)62.2953.13
Standard Deviation5.225.92
Sharpe Ratio0.450.84
Treynor Ratio3.487.24
10 Years
StatisticF000002KZS.TOCategory
Alpha (against Standard Index)N/A-0.09
Beta (against Standard Index)N/A0.59
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A45.12
Standard DeviationN/A7.19
Sharpe RatioN/A0.37
Treynor RatioN/A4.33