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    More On F0CAN05NNL.T…


    SunWise CI Sig Sel Cdn Bal Full (F0CAN05NNL.TO)

    16.51 Up 0.03(0.18%) Dec 23

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):15.79%
    Worst 1 Yr Total Return(Dec 30, 2008):-17.50%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NNL.TOCategory
    Alpha (against Standard Index)-0.75-1.71
    Beta (against Standard Index)0.891.05
    Mean Annual Return0.720.77
    R-squared (against Standard Index)88.2174.49
    Standard Deviation4.475.83
    Sharpe Ratio1.721.51
    Treynor Ratio8.948.66
    5 Years
    StatisticF0CAN05NNL.TOCategory
    Alpha (against Standard Index)-2.53-2.08
    Beta (against Standard Index)1.041.10
    Mean Annual Return0.530.61
    R-squared (against Standard Index)84.7578.27
    Standard Deviation6.417.15
    Sharpe Ratio0.860.99
    Treynor Ratio5.276.48
    10 Years
    StatisticF0CAN05NNL.TOCategory
    Alpha (against Standard Index)-3.32-1.01
    Beta (against Standard Index)0.900.96
    Mean Annual Return0.270.49
    R-squared (against Standard Index)80.9177.64
    Standard Deviation7.948.68
    Sharpe Ratio0.180.48
    Treynor Ratio1.294.16