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SunWise Elite CI PSS i40/e60 Comb Gtee (F00000LN8G.TO)

16.46 Down 0.05(0.30%) Aug 28

Risk as of Jul 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):19.18%
Worst 1 Yr Total Return(Dec 30, 2011):-4.49%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.01-3.77
Beta (against Standard Index)0.911.00
Mean Annual Return0.770.80
R-squared (against Standard Index)91.3383.80
Standard Deviation6.016.94
Sharpe Ratio1.371.30
Treynor Ratio9.329.49
5 Years
Alpha (against Standard Index)-1.57-1.72
Beta (against Standard Index)0.870.96
Mean Annual Return0.710.77
R-squared (against Standard Index)91.3382.97
Standard Deviation6.277.28
Sharpe Ratio1.221.19
Treynor Ratio8.939.26
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