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

16.50 Up 0.01(0.06%) Jul 28

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
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
Alpha (against Standard Index)1.55-3.44
Beta (against Standard Index)0.900.98
Mean Annual Return1.080.74
R-squared (against Standard Index)70.6584.19
Standard Deviation6.997.05
Sharpe Ratio1.711.17
Treynor Ratio13.918.82
5 Years
Alpha (against Standard Index)N/A-1.33
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.81
R-squared (against Standard Index)N/A82.45
Standard DeviationN/A7.25
Sharpe RatioN/A1.25
Treynor RatioN/A9.82
10 Years
Alpha (against Standard Index)N/A-0.85
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.44
R-squared (against Standard Index)N/A83.84
Standard DeviationN/A9.19
Sharpe RatioN/A0.37
Treynor RatioN/A3.28