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

16.84 Down 0.01(0.06%) Sep 16

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up6
Number of Years Down2
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
Alpha (against Standard Index)-0.83-0.58
Beta (against Standard Index)0.790.74
Mean Annual Return0.790.76
R-squared (against Standard Index)28.9338.08
Standard Deviation5.945.07
Sharpe Ratio1.431.69
Treynor Ratio11.0612.00
5 Years
Alpha (against Standard Index)1.481.76
Beta (against Standard Index)0.760.72
Mean Annual Return0.680.68
R-squared (against Standard Index)30.9244.24
Standard Deviation6.655.45
Sharpe Ratio1.111.40
Treynor Ratio9.7910.80
10 Years
Alpha (against Standard Index)N/A1.62
Beta (against Standard Index)N/A0.57
Mean Annual ReturnN/A0.45
R-squared (against Standard Index)N/A42.28
Standard DeviationN/A6.81
Sharpe RatioN/A0.51
Treynor RatioN/A6.36