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    More On F0CAN05NZN.T…


    SunWise CI Global Value Full (F0CAN05NZN.TO)

    11.71 Down 0.14(1.18%) Aug 12

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):28.57%
    Worst 1 Yr Total Return(Dec 30, 2002):-32.59%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05NZN.TOCategory
    Alpha (against Standard Index)-3.25-1.70
    Beta (against Standard Index)0.920.86
    Mean Annual Return1.521.53
    R-squared (against Standard Index)83.6571.03
    Standard Deviation7.537.79
    Sharpe Ratio2.302.27
    Treynor Ratio20.1622.22
    5 Years
    StatisticF0CAN05NZN.TOCategory
    Alpha (against Standard Index)-3.76-2.87
    Beta (against Standard Index)0.940.95
    Mean Annual Return1.011.10
    R-squared (against Standard Index)87.5275.50
    Standard Deviation8.809.75
    Sharpe Ratio1.271.30
    Treynor Ratio12.1813.81
    10 Years
    StatisticF0CAN05NZN.TOCategory
    Alpha (against Standard Index)-3.51-1.16
    Beta (against Standard Index)0.910.97
    Mean Annual Return0.320.54
    R-squared (against Standard Index)87.9181.95
    Standard Deviation11.0912.36
    Sharpe Ratio0.180.39
    Treynor Ratio1.634.37