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Manulife GIF MLIP A Invesco Cdn Prm GrCl (F0CAN070XU.TO)

12.85 Up 0.03(0.23%) Nov 25

Risk as of Oct 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)3.404.72
Beta (against Standard Index)0.850.75
Mean Annual Return0.950.99
R-squared (against Standard Index)78.3267.40
Standard Deviation8.107.73
Sharpe Ratio1.291.48
Treynor Ratio12.6217.19
5 Years
Alpha (against Standard Index)0.181.47
Beta (against Standard Index)0.820.85
Mean Annual Return0.670.79
R-squared (against Standard Index)74.6775.99
Standard Deviation9.9810.22
Sharpe Ratio0.720.90
Treynor Ratio8.4211.24
10 Years
Alpha (against Standard Index)N/A-0.54
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.61
R-squared (against Standard Index)N/A79.85
Standard DeviationN/A13.53
Sharpe RatioN/A0.41
Treynor RatioN/A5.61