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    More On F0CAN064LA.T…


    SunWise Eli CI Sig SG Inc & Gr Corp Bas (F0CAN064LA.TO)

    15.17 Down 0.11(0.72%) Jul 24

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2006):19.59%
    Worst 1 Yr Total Return(Dec 30, 2008):-19.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN064LA.TOCategory
    Alpha (against Standard Index)-3.22-1.10
    Beta (against Standard Index)0.980.83
    Mean Annual Return1.051.04
    R-squared (against Standard Index)69.6878.96
    Standard Deviation6.765.46
    Sharpe Ratio1.742.16
    Treynor Ratio12.5414.84
    5 Years
    StatisticF0CAN064LA.TOCategory
    Alpha (against Standard Index)-3.12-2.40
    Beta (against Standard Index)0.960.93
    Mean Annual Return0.800.83
    R-squared (against Standard Index)79.4883.06
    Standard Deviation7.266.88
    Sharpe Ratio1.211.34
    Treynor Ratio9.2610.23
    10 Years
    StatisticF0CAN064LA.TOCategory
    Alpha (against Standard Index)N/A-1.23
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.46
    R-squared (against Standard Index)N/A83.34
    Standard DeviationN/A9.24
    Sharpe RatioN/A0.41
    Treynor RatioN/A3.85