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Manulife GIF MLIP B Invesco Cdn Prm GrCl (F0CAN070XS.TO)

13.51 Up 0.01(0.07%) Sep 29

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2013):26.70%
Worst 1 Yr Total Return(Dec 30, 2008):-28.29%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)3.903.69
Beta (against Standard Index)0.920.82
Mean Annual Return1.121.02
R-squared (against Standard Index)84.2376.21
Standard Deviation9.989.32
Sharpe Ratio1.251.29
Treynor Ratio13.8916.09
5 Years
Alpha (against Standard Index)1.040.92
Beta (against Standard Index)0.830.86
Mean Annual Return0.840.85
R-squared (against Standard Index)74.9877.28
Standard Deviation10.0910.37
Sharpe Ratio0.920.96
Treynor Ratio11.1111.94
10 Years
Alpha (against Standard Index)N/A-0.91
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.66
R-squared (against Standard Index)N/A80.15
Standard DeviationN/A13.44
Sharpe RatioN/A0.46
Treynor RatioN/A6.46