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    More On F0CAN05O2T.T…

    SunWise CI Harbour Growth & Income Full (F0CAN05O2T.TO)

    18.12 Up 0.08(0.44%) Oct 7

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):20.18%
    Worst 1 Yr Total Return(Dec 30, 2008):-20.27%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.900.08
    Beta (against Standard Index)0.360.43
    Mean Annual Return0.440.62
    R-squared (against Standard Index)18.1631.28
    Standard Deviation5.615.82
    Sharpe Ratio0.791.12
    Treynor Ratio12.3216.09
    5 Years
    Alpha (against Standard Index)-2.06-0.19
    Beta (against Standard Index)0.510.52
    Mean Annual Return0.360.52
    R-squared (against Standard Index)17.2027.60
    Standard Deviation7.556.43
    Sharpe Ratio0.450.84
    Treynor Ratio6.2110.52
    10 Years
    Alpha (against Standard Index)-0.420.40
    Beta (against Standard Index)0.440.53
    Mean Annual Return0.280.39
    R-squared (against Standard Index)12.9224.15
    Standard Deviation9.608.97
    Sharpe Ratio0.170.33
    Treynor Ratio2.814.97