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

13.17 Up 0.02(0.15%) Jul 25

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
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)-2.27-3.44
Beta (against Standard Index)0.860.98
Mean Annual Return0.720.74
R-squared (against Standard Index)81.8984.19
Standard Deviation6.227.05
Sharpe Ratio1.241.17
Treynor Ratio9.138.82
5 Years
StatisticF0CAN064LA.TOCategory
Alpha (against Standard Index)-2.05-1.33
Beta (against Standard Index)0.860.96
Mean Annual Return0.660.81
R-squared (against Standard Index)76.8682.45
Standard Deviation6.767.25
Sharpe Ratio1.061.25
Treynor Ratio8.409.82
10 Years
StatisticF0CAN064LA.TOCategory
Alpha (against Standard Index)N/A-0.85
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.44
R-squared (against Standard Index)N/A83.84
Standard DeviationN/A9.19
Sharpe RatioN/A0.37
Treynor RatioN/A3.28