• FirefoxUpgrade to the new Firefox »
  •  Dow Down1.32% Nasdaq Down1.24%

    More On F00000LN84.T…


    SunWise Elite CI PSS e100 Combined Gtee (F00000LN84.TO)

    17.68 Up 0.24(1.38%) Jan 23

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up5
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):28.29%
    Worst 1 Yr Total Return(Dec 30, 2011):-7.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000LN84.TOCategory
    Alpha (against Standard Index)-2.92-3.37
    Beta (against Standard Index)0.880.97
    Mean Annual Return1.201.30
    R-squared (against Standard Index)80.0172.65
    Standard Deviation6.597.79
    Sharpe Ratio2.041.95
    Treynor Ratio16.2016.72
    5 Years
    StatisticF00000LN84.TOCategory
    Alpha (against Standard Index)-0.89-2.75
    Beta (against Standard Index)0.761.00
    Mean Annual Return0.750.82
    R-squared (against Standard Index)59.9077.93
    Standard Deviation8.579.91
    Sharpe Ratio0.950.96
    Treynor Ratio10.699.64
    10 Years
    StatisticF00000LN84.TOCategory
    Alpha (against Standard Index)N/A-1.05
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.46
    R-squared (against Standard Index)N/A82.16
    Standard DeviationN/A12.06
    Sharpe RatioN/A0.31
    Treynor RatioN/A3.29