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    SunWise Elite CI Camb Core Bundle 75/75 (SWELITECAMBR.TO)

    17.88 Down 0.11(0.61%) Apr 17

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):21.64%
    Worst 1 Yr Total Return(Dec 30, 2011):-0.09%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSWELITECAMBR.TOCategory
    Alpha (against Standard Index)4.50-1.61
    Beta (against Standard Index)0.600.85
    Mean Annual Return1.211.00
    R-squared (against Standard Index)42.5080.53
    Standard Deviation5.625.82
    Sharpe Ratio2.401.93
    Treynor Ratio23.8013.90
    5 Years
    StatisticSWELITECAMBR.TOCategory
    Alpha (against Standard Index)0.92-2.28
    Beta (against Standard Index)0.840.93
    Mean Annual Return0.950.77
    R-squared (against Standard Index)64.7084.15
    Standard Deviation7.347.26
    Sharpe Ratio1.431.18
    Treynor Ratio12.919.24
    10 Years
    StatisticSWELITECAMBR.TOCategory
    Alpha (against Standard Index)N/A-1.19
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.49
    R-squared (against Standard Index)N/A82.87
    Standard DeviationN/A9.22
    Sharpe RatioN/A0.45
    Treynor RatioN/A4.26