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SunWise CI Global Balanced Port Comb (F0CAN05NR1.TO)

18.59 Down 0.04(0.21%) Jul 21

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
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)-4.02-3.44
Beta (against Standard Index)0.980.98
Mean Annual Return0.690.74
R-squared (against Standard Index)92.5584.19
Standard Deviation6.677.05
Sharpe Ratio1.101.17
Treynor Ratio7.598.82
5 Years
Alpha (against Standard Index)-2.04-1.33
Beta (against Standard Index)0.940.96
Mean Annual Return0.730.81
R-squared (against Standard Index)91.3182.45
Standard Deviation6.757.25
Sharpe Ratio1.191.25
Treynor Ratio8.679.82
10 Years
Alpha (against Standard Index)-1.06-0.85
Beta (against Standard Index)0.900.95
Mean Annual Return0.400.44
R-squared (against Standard Index)91.5083.84
Standard Deviation8.319.19
Sharpe Ratio0.350.37
Treynor Ratio2.943.28