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SunWise CI Signature Dividend Full (F0CAN05NUG.TO)

20.53 0.00(0.00%) Aug 18

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):31.34%
Worst 1 Yr Total Return(Dec 30, 2008):-23.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.25-3.77
Beta (against Standard Index)0.841.00
Mean Annual Return0.760.80
R-squared (against Standard Index)75.5883.80
Standard Deviation6.126.94
Sharpe Ratio1.341.30
Treynor Ratio9.979.49
5 Years
Alpha (against Standard Index)-0.99-1.72
Beta (against Standard Index)0.880.96
Mean Annual Return0.760.77
R-squared (against Standard Index)79.9482.97
Standard Deviation6.787.28
Sharpe Ratio1.231.19
Treynor Ratio9.639.26
10 Years
Alpha (against Standard Index)0.32-0.92
Beta (against Standard Index)0.840.95
Mean Annual Return0.510.46
R-squared (against Standard Index)67.5883.93
Standard Deviation8.899.13
Sharpe Ratio0.480.40
Treynor Ratio4.813.55