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    More On F0CAN064K2.T…


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

    17.72 Down 0.03(0.17%) Jan 27

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    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
    StatisticF0CAN064K2.TOCategory
    Alpha (against Standard Index)2.49-0.08
    Beta (against Standard Index)0.380.69
    Mean Annual Return0.670.78
    R-squared (against Standard Index)17.2045.16
    Standard Deviation3.744.38
    Sharpe Ratio1.901.97
    Treynor Ratio19.4012.82
    5 Years
    StatisticF0CAN064K2.TOCategory
    Alpha (against Standard Index)2.500.08
    Beta (against Standard Index)0.590.75
    Mean Annual Return0.690.60
    R-squared (against Standard Index)35.4647.90
    Standard Deviation4.695.30
    Sharpe Ratio1.581.25
    Treynor Ratio12.958.87
    10 Years
    StatisticF0CAN064K2.TOCategory
    Alpha (against Standard Index)N/A1.14
    Beta (against Standard Index)N/A0.58
    Mean Annual ReturnN/A0.42
    R-squared (against Standard Index)N/A42.06
    Standard DeviationN/A6.81
    Sharpe RatioN/A0.46
    Treynor RatioN/A5.59