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 Dow Down0.42% Nasdaq Down0.52%

SunWise US Market Index Basic (F0CAN05NLX.TO)

10.70 0.00(0.00%) Jul 9

Risk as of May 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
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
Alpha (against Standard Index)-2.75-5.12
Beta (against Standard Index)0.971.08
Mean Annual Return1.261.23
R-squared (against Standard Index)99.1378.33
Standard Deviation8.4311.02
Sharpe Ratio1.681.32
Treynor Ratio15.3613.33
5 Years
Alpha (against Standard Index)-2.63-2.92
Beta (against Standard Index)0.971.05
Mean Annual Return1.171.26
R-squared (against Standard Index)99.0778.14
Standard Deviation8.7410.97
Sharpe Ratio1.521.34
Treynor Ratio14.2914.21
10 Years
Alpha (against Standard Index)-2.67-1.13
Beta (against Standard Index)0.981.00
Mean Annual Return0.260.39
R-squared (against Standard Index)99.2779.53
Standard Deviation11.0012.84
Sharpe Ratio0.110.22
Treynor Ratio0.632.12