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    SunWise Elite CI Signature Inc & Gr Comb (F0CAN064K5.TO)

    15.92 Up 0.14(0.89%) Jun 28

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):26.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN064K5.TOCategory
    Alpha (against Standard Index)-2.04-1.34
    Beta (against Standard Index)0.430.59
    Mean Annual Return0.300.55
    R-squared (against Standard Index)31.9157.38
    Standard Deviation5.856.31
    Sharpe Ratio0.480.95
    Treynor Ratio6.239.90
    5 Years
    StatisticF0CAN064K5.TOCategory
    Alpha (against Standard Index)-2.64-1.49
    Beta (against Standard Index)0.550.65
    Mean Annual Return0.280.48
    R-squared (against Standard Index)31.4553.38
    Standard Deviation6.355.99
    Sharpe Ratio0.390.85
    Treynor Ratio4.217.72
    10 Years
    StatisticF0CAN064K5.TOCategory
    Alpha (against Standard Index)0.060.09
    Beta (against Standard Index)0.500.59
    Mean Annual Return0.320.40
    R-squared (against Standard Index)22.0144.62
    Standard Deviation8.497.17
    Sharpe Ratio0.270.45
    Treynor Ratio4.065.38