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    More On F0CAN064IX.T…

    SunWise Elite CI Cdn Investment Full (F0CAN064IX.TO)

    13.33 Down 0.01(0.07%) Nov 25

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):25.47%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.45%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.395.60
    Beta (against Standard Index)0.860.77
    Mean Annual Return0.650.88
    R-squared (against Standard Index)77.5961.78
    Standard Deviation8.108.23
    Sharpe Ratio0.861.25
    Treynor Ratio8.0514.83
    5 Years
    Alpha (against Standard Index)-0.872.96
    Beta (against Standard Index)1.000.87
    Mean Annual Return0.320.60
    R-squared (against Standard Index)83.9471.77
    Standard Deviation10.5410.00
    Sharpe Ratio0.280.69
    Treynor Ratio2.428.19
    10 Years
    Alpha (against Standard Index)-2.220.32
    Beta (against Standard Index)0.880.86
    Mean Annual Return0.310.51
    R-squared (against Standard Index)90.0877.79
    Standard Deviation12.7313.40
    Sharpe Ratio0.160.34
    Treynor Ratio1.374.64