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    SunWise Elite Port Ser Max Gr 75/100 (F0CAN064JE.TO)

    13.92 0.00(0.00%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):25.24%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.17%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN064JE.TOCategory
    Alpha (against Standard Index)-5.82-3.86
    Beta (against Standard Index)0.940.98
    Mean Annual Return1.061.28
    R-squared (against Standard Index)83.4572.22
    Standard Deviation6.927.88
    Sharpe Ratio1.701.90
    Treynor Ratio13.0816.34
    5 Years
    StatisticF0CAN064JE.TOCategory
    Alpha (against Standard Index)-4.35-2.52
    Beta (against Standard Index)0.981.00
    Mean Annual Return0.700.87
    R-squared (against Standard Index)85.8477.60
    Standard Deviation9.239.92
    Sharpe Ratio0.821.01
    Treynor Ratio7.5910.22
    10 Years
    StatisticF0CAN064JE.TOCategory
    Alpha (against Standard Index)N/A-1.00
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.51
    R-squared (against Standard Index)N/A82.29
    Standard DeviationN/A12.12
    Sharpe RatioN/A0.35
    Treynor RatioN/A3.81