• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.18% Nasdaq Up0.43%

    More On SUNESOCDECRO…


    SunWise Elite CI Har For G&I Cp 75/75 (SUNESOCDECRO.TO)

    13.19 Up 0.04(0.30%) May 25

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):26.26%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSUNESOCDECRO.TOCategory
    Alpha (against Standard Index)0.26-1.65
    Beta (against Standard Index)0.800.84
    Mean Annual Return0.780.65
    R-squared (against Standard Index)74.2081.54
    Standard Deviation7.247.33
    Sharpe Ratio1.190.97
    Treynor Ratio10.828.46
    5 Years
    StatisticSUNESOCDECRO.TOCategory
    Alpha (against Standard Index)-2.71-2.65
    Beta (against Standard Index)1.000.90
    Mean Annual Return0.580.52
    R-squared (against Standard Index)74.1882.37
    Standard Deviation8.637.52
    Sharpe Ratio0.710.73
    Treynor Ratio5.965.85
    10 Years
    StatisticSUNESOCDECRO.TOCategory
    Alpha (against Standard Index)N/A-1.45
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.35
    R-squared (against Standard Index)N/A82.59
    Standard DeviationN/A9.57
    Sharpe RatioN/A0.28
    Treynor RatioN/A2.54