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    More On F0CAN05NLX.T…


    SunWise US Market Index Basic (F0CAN05NLX.TO)

    13.41 Up 0.11(0.83%) Jun 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):36.45%
    Worst 1 Yr Total Return(Dec 30, 2002):-26.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NLX.TOCategory
    Alpha (against Standard Index)-2.81-2.97
    Beta (against Standard Index)0.970.93
    Mean Annual Return1.281.24
    R-squared (against Standard Index)99.0177.20
    Standard Deviation10.3011.61
    Sharpe Ratio1.421.23
    Treynor Ratio15.5315.41
    5 Years
    StatisticF0CAN05NLX.TOCategory
    Alpha (against Standard Index)-2.84-4.34
    Beta (against Standard Index)0.971.00
    Mean Annual Return1.111.11
    R-squared (against Standard Index)99.1477.08
    Standard Deviation9.6311.86
    Sharpe Ratio1.301.09
    Treynor Ratio13.2012.60
    10 Years
    StatisticF0CAN05NLX.TOCategory
    Alpha (against Standard Index)-2.79-2.22
    Beta (against Standard Index)0.971.00
    Mean Annual Return0.460.62
    R-squared (against Standard Index)99.2778.64
    Standard Deviation11.4813.60
    Sharpe Ratio0.350.44
    Treynor Ratio3.555.15