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SunWise AIC American Focused Basic (F0CAN05NZO.TO)

10.45 Up 0.07(0.67%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up7
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):36.49%
Worst 1 Yr Total Return(Dec 30, 2007):-42.63%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-11.16-4.69
Beta (against Standard Index)1.311.08
Mean Annual Return1.531.64
R-squared (against Standard Index)75.6074.08
Standard Deviation11.439.89
Sharpe Ratio1.522.01
Treynor Ratio13.9218.97
5 Years
Alpha (against Standard Index)-9.04-3.04
Beta (against Standard Index)1.341.09
Mean Annual Return1.001.18
R-squared (against Standard Index)83.8579.77
Standard Deviation12.6110.69
Sharpe Ratio0.891.27
Treynor Ratio8.2012.74
10 Years
Alpha (against Standard Index)-5.96-0.85
Beta (against Standard Index)1.101.00
Mean Annual Return0.110.49
R-squared (against Standard Index)64.3478.29
Standard Deviation15.3212.85
Sharpe Ratio-0.040.31
Treynor Ratio-1.643.39