• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.08% Nasdaq Up0.22%

    More On F0CAN064JA.T…

    SunWise Elite Port Ser Growth 75/100 (F0CAN064JA.TO)

    14.61 Up 0.02(0.14%) Nov 26

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):21.00%
    Worst 1 Yr Total Return(Dec 30, 2008):-24.37%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.04-1.96
    Beta (against Standard Index)0.870.84
    Mean Annual Return0.880.93
    R-squared (against Standard Index)87.4682.74
    Standard Deviation6.676.64
    Sharpe Ratio1.461.56
    Treynor Ratio11.3912.65
    5 Years
    Alpha (against Standard Index)-4.00-2.42
    Beta (against Standard Index)0.980.90
    Mean Annual Return0.590.66
    R-squared (against Standard Index)87.4082.61
    Standard Deviation7.517.17
    Sharpe Ratio0.830.99
    Treynor Ratio6.277.94
    10 Years
    Alpha (against Standard Index)-2.76-1.36
    Beta (against Standard Index)0.980.94
    Mean Annual Return0.350.45
    R-squared (against Standard Index)89.4483.22
    Standard Deviation9.369.37
    Sharpe Ratio0.260.40
    Treynor Ratio2.153.74