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    SunWise CI Global Conservative Port Bas (F0CAN05NUH.TO)

    20.41 Down 0.05(0.24%) Apr 22

    Risk as of Mar 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
    StatisticF0CAN05NUH.TOCategory
    Alpha (against Standard Index)0.920.58
    Beta (against Standard Index)0.560.60
    Mean Annual Return0.810.82
    R-squared (against Standard Index)62.7453.20
    Standard Deviation4.104.87
    Sharpe Ratio2.141.88
    Treynor Ratio16.1816.28
    5 Years
    StatisticF0CAN05NUH.TOCategory
    Alpha (against Standard Index)-0.33-0.22
    Beta (against Standard Index)0.680.70
    Mean Annual Return0.650.67
    R-squared (against Standard Index)58.6753.61
    Standard Deviation5.035.56
    Sharpe Ratio1.371.34
    Treynor Ratio10.3410.74
    10 Years
    StatisticF0CAN05NUH.TOCategory
    Alpha (against Standard Index)0.811.11
    Beta (against Standard Index)0.580.58
    Mean Annual Return0.440.46
    R-squared (against Standard Index)45.8243.04
    Standard Deviation6.556.93
    Sharpe Ratio0.520.54
    Treynor Ratio5.786.70