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

    12.93 Down 0.04(0.31%) May 20

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    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)-2.93-2.05
    Beta (against Standard Index)0.900.86
    Mean Annual Return0.960.99
    R-squared (against Standard Index)67.1380.13
    Standard Deviation6.635.90
    Sharpe Ratio1.601.88
    Treynor Ratio12.2513.39
    5 Years
    StatisticSUNESOCDECRO.TOCategory
    Alpha (against Standard Index)-5.48-2.42
    Beta (against Standard Index)1.110.93
    Mean Annual Return0.640.73
    R-squared (against Standard Index)73.4684.30
    Standard Deviation9.167.32
    Sharpe Ratio0.751.11
    Treynor Ratio6.058.72
    10 Years
    StatisticSUNESOCDECRO.TOCategory
    Alpha (against Standard Index)N/A-1.13
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.48
    R-squared (against Standard Index)N/A83.01
    Standard DeviationN/A9.23
    Sharpe RatioN/A0.44
    Treynor RatioN/A4.09