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    SunWise CI Global Balanced Port Comb (F0CAN05NR1.TO)

    20.28 Down 0.09(0.44%) Apr 16

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):18.46%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.83%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NR1.TOCategory
    Alpha (against Standard Index)-2.09-1.61
    Beta (against Standard Index)0.810.85
    Mean Annual Return0.911.00
    R-squared (against Standard Index)89.8880.53
    Standard Deviation5.205.82
    Sharpe Ratio1.931.93
    Treynor Ratio12.9113.90
    5 Years
    StatisticF0CAN05NR1.TOCategory
    Alpha (against Standard Index)-3.03-2.28
    Beta (against Standard Index)0.910.93
    Mean Annual Return0.690.77
    R-squared (against Standard Index)91.5384.15
    Standard Deviation6.697.26
    Sharpe Ratio1.101.18
    Treynor Ratio8.199.24
    10 Years
    StatisticF0CAN05NR1.TOCategory
    Alpha (against Standard Index)-1.65-1.19
    Beta (against Standard Index)0.890.94
    Mean Annual Return0.430.49
    R-squared (against Standard Index)91.0882.87
    Standard Deviation8.279.22
    Sharpe Ratio0.400.45
    Treynor Ratio3.524.26