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    More On F0CAN05O3M.T…


    SunWise CI Signature Cdn Balanced Comb (F0CAN05O3M.TO)

    21.21 Down 0.32(1.49%) Sep 1

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    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)3.212.72
    Beta (against Standard Index)0.800.76
    Mean Annual Return0.770.71
    R-squared (against Standard Index)65.7462.96
    Standard Deviation4.414.35
    Sharpe Ratio1.891.77
    Treynor Ratio10.7510.66
    5 Years
    StatisticF0CAN05O3M.TOCategory
    Alpha (against Standard Index)0.341.49
    Beta (against Standard Index)1.010.83
    Mean Annual Return0.570.59
    R-squared (against Standard Index)64.4767.98
    Standard Deviation5.954.81
    Sharpe Ratio1.001.29
    Treynor Ratio5.947.70
    10 Years
    StatisticF0CAN05O3M.TOCategory
    Alpha (against Standard Index)-0.15-0.23
    Beta (against Standard Index)0.990.88
    Mean Annual Return0.490.45
    R-squared (against Standard Index)80.6578.40
    Standard Deviation7.777.02
    Sharpe Ratio0.530.51
    Treynor Ratio4.063.95