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SunWise Elite CI Signature High Inc Comb (F0CAN064K2.TO)

17.60 Up 0.02(0.11%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):29.45%
Worst 1 Yr Total Return(Dec 30, 2008):-21.87%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)2.21-1.99
Beta (against Standard Index)0.470.80
Mean Annual Return0.690.65
R-squared (against Standard Index)22.2542.34
Standard Deviation4.175.33
Sharpe Ratio1.771.36
Treynor Ratio16.339.27
5 Years
Alpha (against Standard Index)5.451.75
Beta (against Standard Index)0.520.68
Mean Annual Return0.890.70
R-squared (against Standard Index)29.5344.70
Standard Deviation4.935.50
Sharpe Ratio1.981.42
Treynor Ratio19.8111.72
10 Years
Alpha (against Standard Index)N/A1.53
Beta (against Standard Index)N/A0.57
Mean Annual ReturnN/A0.44
R-squared (against Standard Index)N/A42.23
Standard DeviationN/A6.82
Sharpe RatioN/A0.49
Treynor RatioN/A6.07