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SunWise Elite Port Ser Balanced 100/100 (F0CAN064IO.TO)

14.26 Up 0.01(0.07%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up5
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):14.94%
Worst 1 Yr Total Return(Dec 30, 2008):-19.16%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.10-3.77
Beta (against Standard Index)0.861.00
Mean Annual Return0.620.80
R-squared (against Standard Index)92.4683.80
Standard Deviation5.636.94
Sharpe Ratio1.161.30
Treynor Ratio7.739.49
5 Years
Alpha (against Standard Index)-2.30-1.72
Beta (against Standard Index)0.830.96
Mean Annual Return0.600.77
R-squared (against Standard Index)92.6282.97
Standard Deviation5.887.28
Sharpe Ratio1.091.19
Treynor Ratio7.869.26
10 Years
Alpha (against Standard Index)N/A-0.92
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.46
R-squared (against Standard Index)N/A83.93
Standard DeviationN/A9.13
Sharpe RatioN/A0.40
Treynor RatioN/A3.55