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SunWise AIC American Focused Basic (F0CAN05NZO.TO)

10.12 Down 0.07(0.69%) Oct 22

Risk as of Sep 29, 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)-7.38-3.88
Beta (against Standard Index)1.211.04
Mean Annual Return1.761.73
R-squared (against Standard Index)77.3873.44
Standard Deviation10.099.34
Sharpe Ratio2.002.23
Treynor Ratio18.0020.78
5 Years
Alpha (against Standard Index)-9.28-3.44
Beta (against Standard Index)1.341.08
Mean Annual Return0.991.15
R-squared (against Standard Index)83.8279.69
Standard Deviation12.6010.68
Sharpe Ratio0.881.24
Treynor Ratio8.0612.42
10 Years
Alpha (against Standard Index)-6.40-1.16
Beta (against Standard Index)1.111.00
Mean Annual Return0.120.51
R-squared (against Standard Index)64.8078.46
Standard Deviation15.3212.83
Sharpe Ratio-0.030.33
Treynor Ratio-1.503.59