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SunWise CI Global Conservative Port Bas (F0CAN05NUH.TO)

19.30 0.00(0.00%) Nov 25

Risk as of Oct 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):15.28%
Worst 1 Yr Total Return(Dec 30, 2008):-16.28%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.380.00
Beta (against Standard Index)0.710.68
Mean Annual Return0.740.74
R-squared (against Standard Index)57.2844.29
Standard Deviation3.814.36
Sharpe Ratio2.071.89
Treynor Ratio11.5212.49
5 Years
Alpha (against Standard Index)0.671.16
Beta (against Standard Index)0.730.71
Mean Annual Return0.600.63
R-squared (against Standard Index)51.4844.17
Standard Deviation4.885.34
Sharpe Ratio1.311.32
Treynor Ratio8.9810.01
10 Years
Alpha (against Standard Index)0.981.17
Beta (against Standard Index)0.600.58
Mean Annual Return0.430.44
R-squared (against Standard Index)46.1842.51
Standard Deviation6.596.84
Sharpe Ratio0.490.49
Treynor Ratio5.225.94