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SunWise CI American Growth Basic (F0CAN05OEL.TO)

7.08 0.00(0.00%) Aug 27

Risk as of Jul 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)-12.86-5.57
Beta (against Standard Index)1.351.10
Mean Annual Return1.211.40
R-squared (against Standard Index)75.4476.12
Standard Deviation12.4410.48
Sharpe Ratio1.091.62
Treynor Ratio10.1115.50
5 Years
Alpha (against Standard Index)-10.71-3.07
Beta (against Standard Index)1.261.08
Mean Annual Return0.791.19
R-squared (against Standard Index)81.1679.29
Standard Deviation12.1710.77
Sharpe Ratio0.711.28
Treynor Ratio6.5913.03
10 Years
Alpha (against Standard Index)-8.65-0.93
Beta (against Standard Index)1.261.00
Mean Annual Return-0.100.45
R-squared (against Standard Index)80.5678.10
Standard Deviation15.6212.83
Sharpe Ratio-0.190.27
Treynor Ratio-3.392.86