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    SunWise CI Global Conservative Port Bas (F0CAN05NUH.TO)

    19.79 Up 0.11(0.56%) Oct 7

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    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)-0.58-0.66
    Beta (against Standard Index)0.580.60
    Mean Annual Return0.750.77
    R-squared (against Standard Index)67.3857.38
    Standard Deviation4.795.49
    Sharpe Ratio1.711.55
    Treynor Ratio14.3915.02
    5 Years
    Alpha (against Standard Index)-0.44-0.40
    Beta (against Standard Index)0.640.66
    Mean Annual Return0.610.62
    R-squared (against Standard Index)58.5052.21
    Standard Deviation5.165.69
    Sharpe Ratio1.241.19
    Treynor Ratio10.1110.35
    10 Years
    Alpha (against Standard Index)-0.120.18
    Beta (against Standard Index)0.600.60
    Mean Annual Return0.370.39
    R-squared (against Standard Index)48.7845.30
    Standard Deviation6.697.11
    Sharpe Ratio0.400.42
    Treynor Ratio4.315.02