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    SunWise CI Global Balanced Port Comb (F0CAN05NR1.TO)

    18.90 Up 0.19(1.02%) Dec 18

    Risk as of Nov 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
    StatisticF0CAN05NR1.TOCategory
    Alpha (against Standard Index)-3.37-2.57
    Beta (against Standard Index)0.920.93
    Mean Annual Return0.890.97
    R-squared (against Standard Index)90.7079.83
    Standard Deviation5.075.52
    Sharpe Ratio1.921.96
    Treynor Ratio11.0512.34
    5 Years
    StatisticF0CAN05NR1.TOCategory
    Alpha (against Standard Index)-2.74-2.00
    Beta (against Standard Index)0.960.96
    Mean Annual Return0.640.70
    R-squared (against Standard Index)92.2583.77
    Standard Deviation6.637.12
    Sharpe Ratio1.041.10
    Treynor Ratio7.208.16
    10 Years
    StatisticF0CAN05NR1.TOCategory
    Alpha (against Standard Index)-1.53-1.12
    Beta (against Standard Index)0.900.95
    Mean Annual Return0.410.47
    R-squared (against Standard Index)91.5983.81
    Standard Deviation8.289.16
    Sharpe Ratio0.370.42
    Treynor Ratio3.153.76