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 Dow Up0.36% Nasdaq Up0.71%

SunWise CI Global Value Full (F0CAN05NZN.TO)

9.61 Down 0.03(0.31%) Jul 21

Risk as of Jun 29, 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)-4.72-4.12
Beta (against Standard Index)0.921.01
Mean Annual Return0.800.96
R-squared (against Standard Index)85.4477.46
Standard Deviation8.549.98
Sharpe Ratio1.011.14
Treynor Ratio9.4312.09
5 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-4.06-1.51
Beta (against Standard Index)0.920.97
Mean Annual Return0.680.95
R-squared (against Standard Index)85.9675.71
Standard Deviation8.8410.11
Sharpe Ratio0.831.09
Treynor Ratio7.9311.65
10 Years
StatisticF0CAN05NZN.TOCategory
Alpha (against Standard Index)-4.18-0.74
Beta (against Standard Index)0.920.98
Mean Annual Return0.120.42
R-squared (against Standard Index)88.3082.24
Standard Deviation11.0112.26
Sharpe Ratio-0.040.26
Treynor Ratio-1.202.67