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SunWise CI Synergy Glbl Corp Class Basic (F0CAN05O2R.TO)

13.06 Down 0.04(0.31%) Sep 16

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):36.35%
Worst 1 Yr Total Return(Dec 30, 2008):-29.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-6.19-4.84
Beta (against Standard Index)1.201.04
Mean Annual Return1.361.22
R-squared (against Standard Index)90.8974.59
Standard Deviation9.379.04
Sharpe Ratio1.631.61
Treynor Ratio13.3915.55
5 Years
Alpha (against Standard Index)-3.74-1.68
Beta (against Standard Index)1.151.00
Mean Annual Return0.870.89
R-squared (against Standard Index)91.8276.86
Standard Deviation10.479.98
Sharpe Ratio0.921.03
Treynor Ratio8.2810.56
10 Years
Alpha (against Standard Index)-1.13-0.67
Beta (against Standard Index)0.980.98
Mean Annual Return0.450.48
R-squared (against Standard Index)88.9282.04
Standard Deviation11.6612.13
Sharpe Ratio0.300.33
Treynor Ratio2.963.51