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    SunWise Elite CI Intl Value Basic (F0CAN064JU.TO)

    13.13 Down 0.17(1.28%) Mar 26

    Risk as of Feb 27, 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)-3.56-1.00
    Beta (against Standard Index)0.870.90
    Mean Annual Return1.021.27
    R-squared (against Standard Index)87.8682.70
    Standard Deviation9.6610.27
    Sharpe Ratio1.171.41
    Treynor Ratio13.1816.77
    5 Years
    StatisticF0CAN064JU.TOCategory
    Alpha (against Standard Index)-2.13-1.19
    Beta (against Standard Index)0.840.96
    Mean Annual Return0.670.86
    R-squared (against Standard Index)88.9685.49
    Standard Deviation10.4012.14
    Sharpe Ratio0.690.80
    Treynor Ratio8.289.83
    10 Years
    StatisticF0CAN064JU.TOCategory
    Alpha (against Standard Index)N/A-1.36
    Beta (against Standard Index)N/A0.97
    Mean Annual ReturnN/A0.40
    R-squared (against Standard Index)N/A87.33
    Standard DeviationN/A13.81
    Sharpe RatioN/A0.21
    Treynor RatioN/A2.13