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

    12.92 Down 0.08(0.62%) Apr 23

    Risk as of Mar 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
    StatisticF0CAN05NNO.TOCategory
    Alpha (against Standard Index)-1.23-1.61
    Beta (against Standard Index)0.860.85
    Mean Annual Return1.051.00
    R-squared (against Standard Index)72.0180.53
    Standard Deviation6.175.82
    Sharpe Ratio1.891.93
    Treynor Ratio14.1813.90
    5 Years
    StatisticF0CAN05NNO.TOCategory
    Alpha (against Standard Index)-2.20-2.28
    Beta (against Standard Index)0.920.93
    Mean Annual Return0.760.77
    R-squared (against Standard Index)84.5084.15
    Standard Deviation7.037.26
    Sharpe Ratio1.181.18
    Treynor Ratio9.189.24
    10 Years
    StatisticF0CAN05NNO.TOCategory
    Alpha (against Standard Index)-2.99-1.19
    Beta (against Standard Index)0.910.94
    Mean Annual Return0.330.49
    R-squared (against Standard Index)83.7282.87
    Standard Deviation8.849.22
    Sharpe Ratio0.240.45
    Treynor Ratio1.994.26