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NexGen N.A. Large Cap Tax Mgd CG UHNW (F00000GY1J.TO)

11.44 Down 0.02(0.17%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up4
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):21.83%
Worst 1 Yr Total Return(Dec 30, 2008):-22.55%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)5.052.66
Beta (against Standard Index)0.720.83
Mean Annual Return1.000.87
R-squared (against Standard Index)83.1074.67
Standard Deviation7.949.62
Sharpe Ratio1.381.07
Treynor Ratio15.6513.37
5 Years
Alpha (against Standard Index)1.881.05
Beta (against Standard Index)0.710.86
Mean Annual Return0.790.85
R-squared (against Standard Index)81.2876.87
Standard Deviation8.2810.40
Sharpe Ratio1.060.95
Treynor Ratio12.4711.87
10 Years
Alpha (against Standard Index)N/A-0.96
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.64
R-squared (against Standard Index)N/A80.17
Standard DeviationN/A13.44
Sharpe RatioN/A0.44
Treynor RatioN/A6.06