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

9.81 Up 0.01(0.10%) Nov 25

Risk as of Oct 30, 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)-0.47-0.38
Beta (against Standard Index)1.120.82
Mean Annual Return0.170.14
R-squared (against Standard Index)96.6772.54
Standard Deviation1.130.92
Sharpe Ratio0.980.59
Treynor Ratio0.9832.51
5 Years
Alpha (against Standard Index)N/A-0.23
Beta (against Standard Index)N/A0.74
Mean Annual ReturnN/A0.18
R-squared (against Standard Index)N/A73.90
Standard DeviationN/A1.24
Sharpe RatioN/A0.99
Treynor RatioN/A0.57
10 Years
Alpha (against Standard Index)N/A-0.64
Beta (against Standard Index)N/A0.71
Mean Annual ReturnN/A0.22
R-squared (against Standard Index)N/A69.84
Standard DeviationN/A1.37
Sharpe RatioN/A0.42
Treynor RatioN/A0.53