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    More On F0CAN05O3M.T…


    SunWise CI Signature Cdn Balanced Comb (F0CAN05O3M.TO)

    21.10 Up 0.04(0.19%) Dec 16

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):20.68%
    Worst 1 Yr Total Return(Dec 30, 2008):-15.77%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05O3M.TOCategory
    Alpha (against Standard Index)3.043.24
    Beta (against Standard Index)0.840.75
    Mean Annual Return0.750.72
    R-squared (against Standard Index)70.0865.19
    Standard Deviation4.434.13
    Sharpe Ratio1.811.89
    Treynor Ratio9.8511.07
    5 Years
    StatisticF0CAN05O3M.TOCategory
    Alpha (against Standard Index)-0.641.12
    Beta (against Standard Index)1.100.89
    Mean Annual Return0.560.60
    R-squared (against Standard Index)67.3670.42
    Standard Deviation6.425.10
    Sharpe Ratio0.921.29
    Treynor Ratio5.377.68
    10 Years
    StatisticF0CAN05O3M.TOCategory
    Alpha (against Standard Index)-0.26-0.44
    Beta (against Standard Index)1.000.89
    Mean Annual Return0.560.50
    R-squared (against Standard Index)81.0377.95
    Standard Deviation7.897.16
    Sharpe Ratio0.620.57
    Treynor Ratio4.784.53