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    SunWise Essntl 2 Port Bal Invmt (F00000PJCT.TO)

    12.97 Down 0.02(0.15%) Apr 28

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):15.79%
    Worst 1 Yr Total Return(Dec 30, 2015):3.79%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000PJCT.TOCategory
    Alpha (against Standard Index)-2.81-1.94
    Beta (against Standard Index)0.730.84
    Mean Annual Return0.510.68
    R-squared (against Standard Index)92.7881.56
    Standard Deviation5.887.29
    Sharpe Ratio0.911.03
    Treynor Ratio7.228.81
    5 Years
    StatisticF00000PJCT.TOCategory
    Alpha (against Standard Index)N/A-2.75
    Beta (against Standard Index)N/A0.91
    Mean Annual ReturnN/A0.54
    R-squared (against Standard Index)N/A82.76
    Standard DeviationN/A7.49
    Sharpe RatioN/A0.76
    Treynor RatioN/A6.15
    10 Years
    StatisticF00000PJCT.TOCategory
    Alpha (against Standard Index)N/A-1.48
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.35
    R-squared (against Standard Index)N/A83.03
    Standard DeviationN/A9.53
    Sharpe RatioN/A0.28
    Treynor RatioN/A2.48