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    More On F0CAN064JU.T…


    SunWise Elite CI Intl Value Basic (F0CAN064JU.TO)

    13.62 0.00(0.00%) May 28

    Risk as of Apr 29, 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):24.35%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN064JU.TOCategory
    Alpha (against Standard Index)-2.83-0.85
    Beta (against Standard Index)0.870.90
    Mean Annual Return1.111.32
    R-squared (against Standard Index)87.7382.02
    Standard Deviation9.3910.07
    Sharpe Ratio1.321.49
    Treynor Ratio14.7117.55
    5 Years
    StatisticF0CAN064JU.TOCategory
    Alpha (against Standard Index)-2.28-1.57
    Beta (against Standard Index)0.840.96
    Mean Annual Return0.650.82
    R-squared (against Standard Index)88.9985.78
    Standard Deviation10.3512.06
    Sharpe Ratio0.670.76
    Treynor Ratio7.969.25
    10 Years
    StatisticF0CAN064JU.TOCategory
    Alpha (against Standard Index)N/A-1.23
    Beta (against Standard Index)N/A0.97
    Mean Annual ReturnN/A0.42
    R-squared (against Standard Index)N/A87.04
    Standard DeviationN/A13.69
    Sharpe RatioN/A0.24
    Treynor RatioN/A2.56