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    More On F0CAN064IC.T…


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

    14.27 Down 0.11(0.76%) Feb 9

    Risk as of Dec 30, 2015Get 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)7.845.46
    Beta (against Standard Index)0.670.78
    Mean Annual Return0.950.79
    R-squared (against Standard Index)54.7062.60
    Standard Deviation7.688.40
    Sharpe Ratio1.381.10
    Treynor Ratio16.1613.12
    5 Years
    StatisticF0CAN064IC.TOCategory
    Alpha (against Standard Index)7.083.13
    Beta (against Standard Index)0.670.87
    Mean Annual Return0.770.47
    R-squared (against Standard Index)64.0971.56
    Standard Deviation8.069.88
    Sharpe Ratio1.030.54
    Treynor Ratio12.466.38
    10 Years
    StatisticF0CAN064IC.TOCategory
    Alpha (against Standard Index)0.040.46
    Beta (against Standard Index)0.750.86
    Mean Annual Return0.370.43
    R-squared (against Standard Index)79.7777.72
    Standard Deviation11.4213.32
    Sharpe Ratio0.240.28
    Treynor Ratio2.853.57