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

16.85 Up 0.03(0.18%) Nov 21

Risk as of Oct 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
StatisticF0CAN064K5.TOCategory
Alpha (against Standard Index)-0.110.00
Beta (against Standard Index)0.700.68
Mean Annual Return0.750.74
R-squared (against Standard Index)37.7044.29
Standard Deviation4.614.36
Sharpe Ratio1.741.89
Treynor Ratio11.8712.49
5 Years
StatisticF0CAN064K5.TOCategory
Alpha (against Standard Index)0.901.16
Beta (against Standard Index)0.750.71
Mean Annual Return0.640.63
R-squared (against Standard Index)30.3744.17
Standard Deviation6.555.34
Sharpe Ratio1.041.32
Treynor Ratio9.1510.01
10 Years
StatisticF0CAN064K5.TOCategory
Alpha (against Standard Index)N/A1.17
Beta (against Standard Index)N/A0.58
Mean Annual ReturnN/A0.44
R-squared (against Standard Index)N/A42.51
Standard DeviationN/A6.84
Sharpe RatioN/A0.49
Treynor RatioN/A5.94