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SunWise Elite CI PSS i50/e50 Basic Gtee (F00000LN8I.TO)

16.52 Up 0.11(0.67%) Aug 20

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):16.70%
Worst 1 Yr Total Return(Dec 30, 2011):-3.31%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.59-1.99
Beta (against Standard Index)0.830.80
Mean Annual Return0.720.65
R-squared (against Standard Index)44.9642.34
Standard Deviation5.245.33
Sharpe Ratio1.461.36
Treynor Ratio9.449.27
5 Years
Alpha (against Standard Index)1.231.75
Beta (against Standard Index)0.710.68
Mean Annual Return0.670.70
R-squared (against Standard Index)45.5744.70
Standard Deviation5.455.50
Sharpe Ratio1.331.42
Treynor Ratio10.4511.72
10 Years
Alpha (against Standard Index)N/A1.53
Beta (against Standard Index)N/A0.57
Mean Annual ReturnN/A0.44
R-squared (against Standard Index)N/A42.23
Standard DeviationN/A6.82
Sharpe RatioN/A0.49
Treynor RatioN/A6.07