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    More On F0CAN05NUH.T…

    SunWise CI Global Conservative Port Bas (F0CAN05NUH.TO)

    19.72 0.00(0.00%) May 20

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    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)-1.76-1.32
    Beta (against Standard Index)0.560.59
    Mean Annual Return0.440.51
    R-squared (against Standard Index)64.3055.89
    Standard Deviation5.396.23
    Sharpe Ratio0.850.87
    Treynor Ratio8.069.02
    5 Years
    Alpha (against Standard Index)-1.77-1.50
    Beta (against Standard Index)0.630.65
    Mean Annual Return0.410.45
    R-squared (against Standard Index)59.0652.37
    Standard Deviation5.315.92
    Sharpe Ratio0.770.79
    Treynor Ratio6.427.01
    10 Years
    Alpha (against Standard Index)-0.55-0.01
    Beta (against Standard Index)0.580.59
    Mean Annual Return0.310.35
    R-squared (against Standard Index)49.1244.94
    Standard Deviation6.637.19
    Sharpe Ratio0.320.37
    Treynor Ratio3.334.45