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 Dow Up0.77% Nasdaq Up0.70%

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

16.56 Up 0.07(0.42%) Jul 11

Risk as of May 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)-3.98-2.56
Beta (against Standard Index)0.940.82
Mean Annual Return0.540.56
R-squared (against Standard Index)41.5448.11
Standard Deviation6.565.46
Sharpe Ratio0.841.10
Treynor Ratio5.867.40
5 Years
Alpha (against Standard Index)3.022.63
Beta (against Standard Index)0.600.60
Mean Annual Return0.780.75
R-squared (against Standard Index)24.6441.23
Standard Deviation6.875.48
Sharpe Ratio1.241.52
Treynor Ratio14.6414.58
10 Years
Alpha (against Standard Index)N/A1.58
Beta (against Standard Index)N/A0.57
Mean Annual ReturnN/A0.42
R-squared (against Standard Index)N/A43.16
Standard DeviationN/A6.83
Sharpe RatioN/A0.46
Treynor RatioN/A5.81