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    More On F0CAN05NLW.T…


    SunWise CI Canadian Income Port Basic (F0CAN05NLW.TO)

    20.20 0.00(0.00%) Apr 22

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):14.19%
    Worst 1 Yr Total Return(Dec 30, 2008):-7.81%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NLW.TOCategory
    Alpha (against Standard Index)-0.58-0.77
    Beta (against Standard Index)0.740.78
    Mean Annual Return0.640.65
    R-squared (against Standard Index)80.5875.73
    Standard Deviation3.353.75
    Sharpe Ratio2.031.89
    Treynor Ratio9.339.22
    5 Years
    StatisticF0CAN05NLW.TOCategory
    Alpha (against Standard Index)0.51-0.30
    Beta (against Standard Index)0.720.81
    Mean Annual Return0.590.59
    R-squared (against Standard Index)78.8077.87
    Standard Deviation3.454.05
    Sharpe Ratio1.821.57
    Treynor Ratio8.928.08
    10 Years
    StatisticF0CAN05NLW.TOCategory
    Alpha (against Standard Index)0.31-0.04
    Beta (against Standard Index)0.730.82
    Mean Annual Return0.440.44
    R-squared (against Standard Index)82.6378.12
    Standard Deviation4.445.42
    Sharpe Ratio0.770.68
    Treynor Ratio4.804.38