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    SunWise Elite CI PSS i20/e80 Comb Gtee (F00000LN88.TO)

    17.42 Up 0.14(0.81%) Jun 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):24.31%
    Worst 1 Yr Total Return(Dec 30, 2011):-6.32%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000LN88.TOCategory
    Alpha (against Standard Index)-1.97-1.76
    Beta (against Standard Index)0.760.84
    Mean Annual Return0.560.69
    R-squared (against Standard Index)64.1482.30
    Standard Deviation7.387.42
    Sharpe Ratio0.811.02
    Treynor Ratio7.668.97
    5 Years
    StatisticF00000LN88.TOCategory
    Alpha (against Standard Index)-3.20-2.69
    Beta (against Standard Index)0.910.91
    Mean Annual Return0.480.56
    R-squared (against Standard Index)74.5782.79
    Standard Deviation7.877.60
    Sharpe Ratio0.620.79
    Treynor Ratio5.156.51
    10 Years
    StatisticF00000LN88.TOCategory
    Alpha (against Standard Index)N/A-1.52
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.41
    R-squared (against Standard Index)N/A82.33
    Standard DeviationN/A9.55
    Sharpe RatioN/A0.35
    Treynor RatioN/A3.26