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    More On F0CAN064KL.T…


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

    8.50 0.00(0.00%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up4
    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)-8.96-3.37
    Beta (against Standard Index)1.201.01
    Mean Annual Return1.571.68
    R-squared (against Standard Index)72.4572.51
    Standard Deviation9.978.80
    Sharpe Ratio1.802.28
    Treynor Ratio15.8220.62
    5 Years
    StatisticF0CAN064KL.TOCategory
    Alpha (against Standard Index)-10.82-3.65
    Beta (against Standard Index)1.241.09
    Mean Annual Return0.821.22
    R-squared (against Standard Index)79.3779.20
    Standard Deviation11.9210.75
    Sharpe Ratio0.761.33
    Treynor Ratio7.0413.30
    10 Years
    StatisticF0CAN064KL.TOCategory
    Alpha (against Standard Index)N/A-1.37
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.55
    R-squared (against Standard Index)N/A78.53
    Standard DeviationN/A12.85
    Sharpe RatioN/A0.37
    Treynor RatioN/A4.19