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

13.61 Down 0.06(0.44%) Sep 22

Risk as of Aug 30, 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
Alpha (against Standard Index)-7.72-4.84
Beta (against Standard Index)1.071.04
Mean Annual Return1.031.22
R-squared (against Standard Index)83.8874.59
Standard Deviation8.699.04
Sharpe Ratio1.321.61
Treynor Ratio10.9815.55
5 Years
Alpha (against Standard Index)-3.31-1.68
Beta (against Standard Index)1.001.00
Mean Annual Return0.750.89
R-squared (against Standard Index)86.0276.86
Standard Deviation9.349.98
Sharpe Ratio0.881.03
Treynor Ratio8.1910.56
10 Years
Alpha (against Standard Index)N/A-0.67
Beta (against Standard Index)N/A0.98
Mean Annual ReturnN/A0.48
R-squared (against Standard Index)N/A82.04
Standard DeviationN/A12.13
Sharpe RatioN/A0.33
Treynor RatioN/A3.51