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

    12.77 Down 0.07(0.55%) Jun 17

    Risk as of May 30, 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
    Alpha (against Standard Index)0.43-1.33
    Beta (against Standard Index)0.770.83
    Mean Annual Return1.201.13
    R-squared (against Standard Index)58.8476.87
    Standard Deviation5.515.24
    Sharpe Ratio2.462.46
    Treynor Ratio18.4816.39
    5 Years
    Alpha (against Standard Index)-5.37-2.58
    Beta (against Standard Index)1.120.94
    Mean Annual Return0.780.83
    R-squared (against Standard Index)71.1283.00
    Standard Deviation8.826.89
    Sharpe Ratio0.961.34
    Treynor Ratio7.6310.18
    10 Years
    Alpha (against Standard Index)N/A-1.19
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.48
    R-squared (against Standard Index)N/A83.05
    Standard DeviationN/A9.22
    Sharpe RatioN/A0.43
    Treynor RatioN/A4.08