• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up1.23% Nasdaq Up1.74%

    More On F0CAN05NNO.T…

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

    12.69 Down 0.07(0.55%) Oct 1

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    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
    Alpha (against Standard Index)-3.09-1.83
    Beta (against Standard Index)0.960.83
    Mean Annual Return1.040.98
    R-squared (against Standard Index)76.4081.65
    Standard Deviation7.496.32
    Sharpe Ratio1.551.73
    Treynor Ratio12.4013.55
    5 Years
    Alpha (against Standard Index)-2.99-2.50
    Beta (against Standard Index)0.950.91
    Mean Annual Return0.740.75
    R-squared (against Standard Index)83.0583.09
    Standard Deviation7.477.21
    Sharpe Ratio1.081.14
    Treynor Ratio8.529.14
    10 Years
    Alpha (against Standard Index)-2.94-1.48
    Beta (against Standard Index)0.920.94
    Mean Annual Return0.300.42
    R-squared (against Standard Index)83.9783.59
    Standard Deviation9.129.35
    Sharpe Ratio0.200.36
    Treynor Ratio1.573.38