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    More On F0CAN064LA.T…


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

    14.49 Up 0.09(0.63%) Feb 10

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up7
    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)-4.34-1.60
    Beta (against Standard Index)0.970.59
    Mean Annual Return0.960.71
    R-squared (against Standard Index)80.7355.47
    Standard Deviation7.555.76
    Sharpe Ratio1.421.34
    Treynor Ratio11.3513.25
    5 Years
    StatisticF0CAN064LA.TOCategory
    Alpha (against Standard Index)-4.07-1.50
    Beta (against Standard Index)1.020.64
    Mean Annual Return0.670.53
    R-squared (against Standard Index)74.0850.87
    Standard Deviation7.265.61
    Sharpe Ratio0.981.02
    Treynor Ratio7.008.77
    10 Years
    StatisticF0CAN064LA.TOCategory
    Alpha (against Standard Index)-2.23-0.09
    Beta (against Standard Index)0.920.59
    Mean Annual Return0.360.39
    R-squared (against Standard Index)62.2645.34
    Standard Deviation9.257.10
    Sharpe Ratio0.290.43
    Treynor Ratio2.515.12