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Scotia Cdn Tactical Asset Allocation (SCOTIACDN.TO)

18.95 Up 0.15(0.80%) May 17


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up17
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2009):22.02%
Worst 1 Yr Total Return(Dec 30, 2008):-20.71%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSCOTIACDN.TOCategory
Alpha (against Standard Index)-0.24-2.26
Beta (against Standard Index)0.940.88
Mean Annual Return0.520.39
R-squared (against Standard Index)42.7240.80
Standard Deviation7.337.29
Sharpe Ratio0.740.60
Treynor Ratio5.674.50
5 Years
StatisticSCOTIACDN.TOCategory
Alpha (against Standard Index)0.41-0.10
Beta (against Standard Index)0.720.72
Mean Annual Return0.330.23
R-squared (against Standard Index)32.0734.38
Standard Deviation10.6710.56
Sharpe Ratio0.260.20
Treynor Ratio3.242.39
10 Years
StatisticSCOTIACDN.TOCategory
Alpha (against Standard Index)2.642.84
Beta (against Standard Index)0.560.54
Mean Annual Return0.500.51
R-squared (against Standard Index)25.5822.59
Standard Deviation8.629.08
Sharpe Ratio0.440.45
Treynor Ratio6.477.10