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    SunWise Elite CI Camb Core Bundle 75/100 (F00000GZH3.TO)

    17.45 Down 0.02(0.11%) Jun 26

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):21.10%
    Worst 1 Yr Total Return(Dec 30, 2011):-0.55%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000GZH3.TOCategory
    Alpha (against Standard Index)3.18-1.33
    Beta (against Standard Index)0.630.83
    Mean Annual Return1.231.13
    R-squared (against Standard Index)41.0276.87
    Standard Deviation5.385.24
    Sharpe Ratio2.582.46
    Treynor Ratio23.2816.39
    5 Years
    StatisticF00000GZH3.TOCategory
    Alpha (against Standard Index)0.91-2.58
    Beta (against Standard Index)0.820.94
    Mean Annual Return1.000.83
    R-squared (against Standard Index)61.3683.00
    Standard Deviation6.956.89
    Sharpe Ratio1.591.34
    Treynor Ratio14.0710.18
    10 Years
    StatisticF00000GZH3.TOCategory
    Alpha (against Standard Index)N/A-1.19
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.48
    R-squared (against Standard Index)N/A83.05
    Standard DeviationN/A9.22
    Sharpe RatioN/A0.43
    Treynor RatioN/A4.08