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SunWise Elite CI Glb High Div Ad 100/100 (SUNWISEEMOND.TO)

10.60 0.00(0.00%) Aug 18

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up5
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):23.43%
Worst 1 Yr Total Return(Dec 30, 2008):-25.03%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSUNWISEEMOND.TOCategory
Alpha (against Standard Index)0.46-4.72
Beta (against Standard Index)0.611.03
Mean Annual Return0.921.03
R-squared (against Standard Index)57.9877.10
Standard Deviation6.659.74
Sharpe Ratio1.521.26
Treynor Ratio17.0114.01
5 Years
StatisticSUNWISEEMOND.TOCategory
Alpha (against Standard Index)-0.36-1.81
Beta (against Standard Index)0.740.97
Mean Annual Return0.800.92
R-squared (against Standard Index)68.0576.34
Standard Deviation8.0310.08
Sharpe Ratio1.101.06
Treynor Ratio12.0211.24
10 Years
StatisticSUNWISEEMOND.TOCategory
Alpha (against Standard Index)N/A-0.73
Beta (against Standard Index)N/A0.98
Mean Annual ReturnN/A0.46
R-squared (against Standard Index)N/A82.00
Standard DeviationN/A12.14
Sharpe RatioN/A0.30
Treynor RatioN/A3.20