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SunWise CI Global Balanced Port Comb (F0CAN05NR1.TO)

19.35 Down 0.01(0.05%) May 26

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
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
Alpha (against Standard Index)-3.19-1.65
Beta (against Standard Index)0.820.84
Mean Annual Return0.500.65
R-squared (against Standard Index)90.2381.54
Standard Deviation6.687.33
Sharpe Ratio0.790.97
Treynor Ratio6.368.46
5 Years
Alpha (against Standard Index)-3.61-2.65
Beta (against Standard Index)0.890.90
Mean Annual Return0.420.52
R-squared (against Standard Index)90.5782.37
Standard Deviation6.937.52
Sharpe Ratio0.610.73
Treynor Ratio4.615.85
10 Years
Alpha (against Standard Index)-2.02-1.45
Beta (against Standard Index)0.880.94
Mean Annual Return0.280.35
R-squared (against Standard Index)90.4582.59
Standard Deviation8.449.57
Sharpe Ratio0.220.28
Treynor Ratio1.742.54