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

17.13 Down 0.04(0.23%) Sep 29

Risk as of Aug 30, 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
Alpha (against Standard Index)3.66-4.84
Beta (against Standard Index)0.531.04
Mean Annual Return1.171.22
R-squared (against Standard Index)30.0774.59
Standard Deviation7.169.04
Sharpe Ratio1.831.61
Treynor Ratio26.0515.55
5 Years
Alpha (against Standard Index)0.68-1.68
Beta (against Standard Index)0.781.00
Mean Annual Return0.870.89
R-squared (against Standard Index)60.0576.86
Standard Deviation8.739.98
Sharpe Ratio1.111.03
Treynor Ratio12.6110.56
10 Years
Alpha (against Standard Index)N/A-0.67
Beta (against Standard Index)N/A0.98
Mean Annual ReturnN/A0.48
R-squared (against Standard Index)N/A82.04
Standard DeviationN/A12.13
Sharpe RatioN/A0.33
Treynor RatioN/A3.51