• FirefoxUpgrade to the new Firefox »
  •  Dow Up1.67% Nasdaq Up1.76%

    More On F00000LN84.T…


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

    16.69 Up 0.03(0.18%) Dec 16

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    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)-3.15-3.86
    Beta (against Standard Index)0.880.98
    Mean Annual Return1.191.28
    R-squared (against Standard Index)79.8472.22
    Standard Deviation6.627.88
    Sharpe Ratio2.011.90
    Treynor Ratio15.9816.34
    5 Years
    StatisticF00000LN84.TOCategory
    Alpha (against Standard Index)-0.34-2.52
    Beta (against Standard Index)0.761.00
    Mean Annual Return0.810.87
    R-squared (against Standard Index)59.0877.60
    Standard Deviation8.619.92
    Sharpe Ratio1.031.01
    Treynor Ratio11.7410.22
    10 Years
    StatisticF00000LN84.TOCategory
    Alpha (against Standard Index)N/A-1.00
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.51
    R-squared (against Standard Index)N/A82.29
    Standard DeviationN/A12.12
    Sharpe RatioN/A0.35
    Treynor RatioN/A3.81