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SunWise CI Global Conservative Port Bas (F0CAN05NUH.TO)

18.79 Up 0.10(0.54%) Oct 23

Risk as of Sep 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, 2009):15.28%
Worst 1 Yr Total Return(Dec 30, 2008):-16.28%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.210.50
Beta (against Standard Index)0.730.71
Mean Annual Return0.810.81
R-squared (against Standard Index)53.7742.00
Standard Deviation4.044.63
Sharpe Ratio2.161.96
Treynor Ratio12.5213.39
5 Years
Alpha (against Standard Index)0.621.07
Beta (against Standard Index)0.730.72
Mean Annual Return0.580.61
R-squared (against Standard Index)52.3045.29
Standard Deviation4.925.38
Sharpe Ratio1.251.26
Treynor Ratio8.519.48
10 Years
Alpha (against Standard Index)1.121.32
Beta (against Standard Index)0.600.58
Mean Annual Return0.430.44
R-squared (against Standard Index)45.9942.65
Standard Deviation6.596.82
Sharpe Ratio0.490.49
Treynor Ratio5.235.95