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    SunWise CI Global Balanced Corp Cl Bas (F0CAN05O46.TO)

    13.82 Down 0.11(0.79%) Jun 25

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):15.85%
    Worst 1 Yr Total Return(Dec 30, 2008):-23.17%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05O46.TOCategory
    Alpha (against Standard Index)-3.47-1.33
    Beta (against Standard Index)0.980.83
    Mean Annual Return1.171.13
    R-squared (against Standard Index)67.6476.87
    Standard Deviation6.535.24
    Sharpe Ratio2.022.46
    Treynor Ratio14.0416.39
    5 Years
    StatisticF0CAN05O46.TOCategory
    Alpha (against Standard Index)-2.33-2.58
    Beta (against Standard Index)0.950.94
    Mean Annual Return0.860.83
    R-squared (against Standard Index)81.1083.00
    Standard Deviation7.026.89
    Sharpe Ratio1.351.34
    Treynor Ratio10.2410.18
    10 Years
    StatisticF0CAN05O46.TOCategory
    Alpha (against Standard Index)-2.63-1.19
    Beta (against Standard Index)0.920.94
    Mean Annual Return0.350.48
    R-squared (against Standard Index)83.3883.05
    Standard Deviation9.009.22
    Sharpe Ratio0.270.43
    Treynor Ratio2.264.08