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SunWise CI Global Value Full (F0CAN05NZN.TO)

9.79 Down 0.04(0.41%) Sep 15

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
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)-5.83-4.84
Beta (against Standard Index)0.941.04
Mean Annual Return0.991.22
R-squared (against Standard Index)82.4774.59
Standard Deviation7.699.04
Sharpe Ratio1.431.61
Treynor Ratio12.0615.55
5 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-4.07-1.68
Beta (against Standard Index)0.921.00
Mean Annual Return0.620.89
R-squared (against Standard Index)85.6176.86
Standard Deviation8.679.98
Sharpe Ratio0.761.03
Treynor Ratio7.0310.56
10 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-4.12-0.67
Beta (against Standard Index)0.920.98
Mean Annual Return0.170.48
R-squared (against Standard Index)88.0682.04
Standard Deviation10.8712.13
Sharpe Ratio0.020.33
Treynor Ratio-0.423.51