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    SunWise CI Global Balanced Port Comb (F0CAN05NR1.TO)

    19.44 Up 0.09(0.47%) May 27

    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