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SunWise Essntl CI Can Invmt Inc Bundle (F00000JVVS.TO)

13.71 0.00(0.00%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):19.41%
Worst 1 Yr Total Return(Dec 30, 2011):-8.09%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-7.66-3.77
Beta (against Standard Index)1.241.00
Mean Annual Return0.720.80
R-squared (against Standard Index)77.0883.80
Standard Deviation8.926.94
Sharpe Ratio0.861.30
Treynor Ratio6.179.49
5 Years
Alpha (against Standard Index)N/A-1.72
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.77
R-squared (against Standard Index)N/A82.97
Standard DeviationN/A7.28
Sharpe RatioN/A1.19
Treynor RatioN/A9.26
10 Years
Alpha (against Standard Index)N/A-0.92
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.46
R-squared (against Standard Index)N/A83.93
Standard DeviationN/A9.13
Sharpe RatioN/A0.40
Treynor RatioN/A3.55