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

    14.13 Down 0.25(1.74%) Sep 1

    Risk as of Jul 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)-1.63-1.11
    Beta (against Standard Index)0.810.80
    Mean Annual Return1.071.11
    R-squared (against Standard Index)81.8277.40
    Standard Deviation5.355.56
    Sharpe Ratio2.242.27
    Treynor Ratio15.5816.47
    5 Years
    Alpha (against Standard Index)-3.98-2.42
    Beta (against Standard Index)0.980.91
    Mean Annual Return0.760.82
    R-squared (against Standard Index)85.8481.65
    Standard Deviation7.166.86
    Sharpe Ratio1.151.32
    Treynor Ratio8.5310.26
    10 Years
    Alpha (against Standard Index)N/A-1.38
    Beta (against Standard Index)N/A0.93
    Mean Annual ReturnN/A0.46
    R-squared (against Standard Index)N/A83.14
    Standard DeviationN/A9.25
    Sharpe RatioN/A0.41
    Treynor RatioN/A3.83