• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down1.54% Nasdaq Down1.52%

    More On F0CAN05NLX.T…


    SunWise US Market Index Basic (F0CAN05NLX.TO)

    13.18 Up 0.01(0.08%) Apr 15

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    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)-2.78-2.66
    Beta (against Standard Index)0.970.96
    Mean Annual Return1.661.66
    R-squared (against Standard Index)99.1170.46
    Standard Deviation7.309.06
    Sharpe Ratio2.612.18
    Treynor Ratio21.2421.29
    5 Years
    StatisticF0CAN05NLX.TOCategory
    Alpha (against Standard Index)-2.66-4.16
    Beta (against Standard Index)0.961.07
    Mean Annual Return1.271.30
    R-squared (against Standard Index)99.2177.91
    Standard Deviation8.5210.94
    Sharpe Ratio1.681.39
    Treynor Ratio15.5514.42
    10 Years
    StatisticF0CAN05NLX.TOCategory
    Alpha (against Standard Index)-2.68-1.41
    Beta (against Standard Index)0.981.00
    Mean Annual Return0.500.62
    R-squared (against Standard Index)99.3278.33
    Standard Deviation11.0012.91
    Sharpe Ratio0.380.44
    Treynor Ratio3.815.08