Send me a link:

*Text messaging rates may apply.

 Dow Up0.13% Nasdaq Down0.10%

Manulife GIF CAP A Invesco Cdn Prm Gr Cl (F0CAN070XT.TO)

12.97 Up 0.02(0.15%) Jul 24

Risk as of Jun 29, 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):25.88%
Worst 1 Yr Total Return(Dec 30, 2008):-28.74%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.792.61
Beta (against Standard Index)0.970.85
Mean Annual Return0.790.78
R-squared (against Standard Index)80.1575.61
Standard Deviation10.999.90
Sharpe Ratio0.770.92
Treynor Ratio8.5311.45
5 Years
Alpha (against Standard Index)0.591.07
Beta (against Standard Index)0.810.86
Mean Annual Return0.810.89
R-squared (against Standard Index)74.5677.10
Standard Deviation10.0510.51
Sharpe Ratio0.890.98
Treynor Ratio10.8912.34
10 Years
Alpha (against Standard Index)N/A-0.88
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.63
R-squared (against Standard Index)N/A80.36
Standard DeviationN/A13.42
Sharpe RatioN/A0.43
Treynor RatioN/A5.90