• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.48% Nasdaq Down0.06%

    More On F0CAN064KL.T…


    SunWise Elite CI Value Trust Corp Basic (F0CAN064KL.TO)

    8.40 Down 0.10(1.18%) Jan 27

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):44.38%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.74%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN064KL.TOCategory
    Alpha (against Standard Index)-7.17-3.05
    Beta (against Standard Index)1.181.01
    Mean Annual Return1.691.71
    R-squared (against Standard Index)73.1572.73
    Standard Deviation9.688.70
    Sharpe Ratio2.002.35
    Treynor Ratio17.6221.14
    5 Years
    StatisticF0CAN064KL.TOCategory
    Alpha (against Standard Index)-10.99-4.11
    Beta (against Standard Index)1.241.10
    Mean Annual Return0.821.20
    R-squared (against Standard Index)79.6279.88
    Standard Deviation11.9110.72
    Sharpe Ratio0.761.30
    Treynor Ratio6.9912.92
    10 Years
    StatisticF0CAN064KL.TOCategory
    Alpha (against Standard Index)N/A-1.36
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.53
    R-squared (against Standard Index)N/A78.39
    Standard DeviationN/A12.80
    Sharpe RatioN/A0.35
    Treynor RatioN/A3.88