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

    14.31 Up 0.06(0.42%) Aug 28

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    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)-1.86-1.70
    Beta (against Standard Index)0.700.86
    Mean Annual Return1.231.53
    R-squared (against Standard Index)74.5671.03
    Standard Deviation6.097.79
    Sharpe Ratio2.272.27
    Treynor Ratio20.8322.22
    5 Years
    StatisticF0CAN064JE.TOCategory
    Alpha (against Standard Index)-4.76-2.87
    Beta (against Standard Index)0.880.95
    Mean Annual Return0.841.10
    R-squared (against Standard Index)79.5675.50
    Standard Deviation8.639.75
    Sharpe Ratio1.071.30
    Treynor Ratio10.5813.81
    10 Years
    StatisticF0CAN064JE.TOCategory
    Alpha (against Standard Index)N/A-1.16
    Beta (against Standard Index)N/A0.97
    Mean Annual ReturnN/A0.54
    R-squared (against Standard Index)N/A81.95
    Standard DeviationN/A12.36
    Sharpe RatioN/A0.39
    Treynor RatioN/A4.37