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    More On F0CAN064IC.T…


    SunWise Eli CI Camb Cor Cdn Eq Corp Coms (F0CAN064IC.TO)

    15.68 Down 0.08(0.51%) May 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):25.20%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.10%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN064IC.TOCategory
    Alpha (against Standard Index)2.562.30
    Beta (against Standard Index)0.680.75
    Mean Annual Return0.640.66
    R-squared (against Standard Index)63.2358.32
    Standard Deviation7.648.82
    Sharpe Ratio0.910.87
    Treynor Ratio10.1611.34
    5 Years
    StatisticF0CAN064IC.TOCategory
    Alpha (against Standard Index)5.681.96
    Beta (against Standard Index)0.670.86
    Mean Annual Return0.690.42
    R-squared (against Standard Index)63.9069.40
    Standard Deviation8.2510.14
    Sharpe Ratio0.900.48
    Treynor Ratio11.025.74
    10 Years
    StatisticF0CAN064IC.TOCategory
    Alpha (against Standard Index)-0.68-0.13
    Beta (against Standard Index)0.740.86
    Mean Annual Return0.300.38
    R-squared (against Standard Index)79.1877.36
    Standard Deviation11.3013.27
    Sharpe Ratio0.180.24
    Treynor Ratio1.892.92