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SunWise Elite CI Intl Balanced Basic (F0CAN064JP.TO)

12.99 Down 0.06(0.46%) Sep 16

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):15.60%
Worst 1 Yr Total Return(Dec 30, 2008):-13.44%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN064JP.TOCategory
Alpha (against Standard Index)-2.95-3.78
Beta (against Standard Index)0.881.01
Mean Annual Return0.850.94
R-squared (against Standard Index)78.8681.82
Standard Deviation5.766.55
Sharpe Ratio1.611.62
Treynor Ratio10.9611.82
5 Years
StatisticF0CAN064JP.TOCategory
Alpha (against Standard Index)-2.92-1.68
Beta (against Standard Index)0.880.98
Mean Annual Return0.560.75
R-squared (against Standard Index)81.9583.38
Standard Deviation6.507.21
Sharpe Ratio0.911.16
Treynor Ratio6.708.77
10 Years
StatisticF0CAN064JP.TOCategory
Alpha (against Standard Index)N/A-0.90
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.47
R-squared (against Standard Index)N/A84.00
Standard DeviationN/A9.13
Sharpe RatioN/A0.42
Treynor RatioN/A3.76