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SunWise CI American Growth Basic (F0CAN05OEL.TO)

7.44 Down 0.02(0.27%) Nov 25

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up8
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):44.74%
Worst 1 Yr Total Return(Dec 30, 2008):-46.50%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-9.02-3.62
Beta (against Standard Index)1.261.01
Mean Annual Return1.601.62
R-squared (against Standard Index)74.7271.70
Standard Deviation10.088.76
Sharpe Ratio1.812.21
Treynor Ratio15.5319.68
5 Years
Alpha (against Standard Index)-10.78-3.70
Beta (against Standard Index)1.251.09
Mean Annual Return0.841.22
R-squared (against Standard Index)79.6578.84
Standard Deviation12.0110.76
Sharpe Ratio0.771.32
Treynor Ratio7.1713.22
10 Years
Alpha (against Standard Index)-9.04-1.24
Beta (against Standard Index)1.271.00
Mean Annual Return0.020.54
R-squared (against Standard Index)80.6878.19
Standard Deviation15.7112.84
Sharpe Ratio-0.100.36
Treynor Ratio-2.254.04