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    SunWise Essntl 2 Port Income PIM Invmt (F00000PJDG.TO)

    13.12 0.00(0.00%) Nov 23

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up2
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):10.31%
    Worst 1 Yr Total Return(Dec 30, 2014):9.52%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.13-2.24
    Beta (against Standard Index)0.840.85
    Mean Annual Return0.710.51
    R-squared (against Standard Index)89.9182.03
    Standard Deviation4.184.49
    Sharpe Ratio1.851.20
    Treynor Ratio9.336.22
    5 Years
    Alpha (against Standard Index)N/A-0.94
    Beta (against Standard Index)N/A0.82
    Mean Annual ReturnN/A0.45
    R-squared (against Standard Index)N/A79.16
    Standard DeviationN/A4.07
    Sharpe RatioN/A1.15
    Treynor RatioN/A5.68
    10 Years
    Alpha (against Standard Index)N/A-0.01
    Beta (against Standard Index)N/A0.82
    Mean Annual ReturnN/A0.41
    R-squared (against Standard Index)N/A72.63
    Standard DeviationN/A5.99
    Sharpe RatioN/A0.59
    Treynor RatioN/A3.92