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Renaissance Short-Term Income Prm Cl (F00000N0GW.TO)

9.83 0.00(0.00%) Oct 20

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2012):2.19%
Worst 1 Yr Total Return(Dec 30, 2013):1.17%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.43-0.34
Beta (against Standard Index)1.120.81
Mean Annual Return0.160.13
R-squared (against Standard Index)96.6572.70
Standard Deviation1.150.94
Sharpe Ratio0.840.50
Treynor Ratio0.8610.86
5 Years
Alpha (against Standard Index)N/A-0.23
Beta (against Standard Index)N/A0.73
Mean Annual ReturnN/A0.18
R-squared (against Standard Index)N/A72.86
Standard DeviationN/A1.22
Sharpe RatioN/A0.98
Treynor RatioN/A-0.01
10 Years
Alpha (against Standard Index)N/A-0.64
Beta (against Standard Index)N/A0.70
Mean Annual ReturnN/A0.22
R-squared (against Standard Index)N/A69.84
Standard DeviationN/A1.37
Sharpe RatioN/A0.42
Treynor RatioN/A0.56