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SunWise CI International Balanced Comb (F0CAN05O4J.TO)

15.41 Up 0.10(0.65%) Aug 18

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):15.64%
Worst 1 Yr Total Return(Dec 30, 2008):-13.42%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.84-3.77
Beta (against Standard Index)0.871.00
Mean Annual Return0.740.80
R-squared (against Standard Index)81.3683.80
Standard Deviation6.096.94
Sharpe Ratio1.301.30
Treynor Ratio9.349.49
5 Years
Alpha (against Standard Index)-2.96-1.72
Beta (against Standard Index)0.870.96
Mean Annual Return0.580.77
R-squared (against Standard Index)82.7482.97
Standard Deviation6.567.28
Sharpe Ratio0.951.19
Treynor Ratio7.189.26
10 Years
Alpha (against Standard Index)-2.70-0.92
Beta (against Standard Index)0.830.95
Mean Annual Return0.260.46
R-squared (against Standard Index)80.8783.93
Standard Deviation8.129.13
Sharpe Ratio0.150.40
Treynor Ratio1.133.55