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SunWise CI Global Balanced Corp Cl Full (F0CAN05NNO.TO)

11.69 Up 0.03(0.26%) Sep 26

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):15.13%
Worst 1 Yr Total Return(Dec 30, 2008):-23.52%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN05NNO.TOCategory
Alpha (against Standard Index)-3.26-3.78
Beta (against Standard Index)0.871.01
Mean Annual Return0.820.94
R-squared (against Standard Index)78.6981.82
Standard Deviation5.706.55
Sharpe Ratio1.551.62
Treynor Ratio10.5311.82
5 Years
StatisticF0CAN05NNO.TOCategory
Alpha (against Standard Index)-2.67-1.68
Beta (against Standard Index)0.850.98
Mean Annual Return0.560.75
R-squared (against Standard Index)81.0283.38
Standard Deviation6.347.21
Sharpe Ratio0.931.16
Treynor Ratio6.908.77
10 Years
StatisticF0CAN05NNO.TOCategory
Alpha (against Standard Index)-3.54-0.90
Beta (against Standard Index)0.920.95
Mean Annual Return0.240.47
R-squared (against Standard Index)84.1684.00
Standard Deviation8.789.13
Sharpe Ratio0.110.42
Treynor Ratio0.673.76