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

13.02 Up 0.05(0.39%) Aug 20

Risk as of Jul 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):25.88%
Worst 1 Yr Total Return(Dec 30, 2008):-28.74%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.202.66
Beta (against Standard Index)0.960.83
Mean Annual Return0.840.87
R-squared (against Standard Index)78.1274.67
Standard Deviation10.859.62
Sharpe Ratio0.841.07
Treynor Ratio9.3213.37
5 Years
Alpha (against Standard Index)0.511.05
Beta (against Standard Index)0.830.86
Mean Annual Return0.780.85
R-squared (against Standard Index)74.8476.87
Standard Deviation10.0810.40
Sharpe Ratio0.850.95
Treynor Ratio10.1711.87
10 Years
Alpha (against Standard Index)N/A-0.96
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.64
R-squared (against Standard Index)N/A80.17
Standard DeviationN/A13.44
Sharpe RatioN/A0.44
Treynor RatioN/A6.06