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SunWise Elite Quotential Cdn Gr 100/100 (SWELITEQUOTE.TO)

18.24 Up 0.23(1.28%) Oct 17

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up3
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2009):41.80%
Worst 1 Yr Total Return(Dec 30, 2012):4.13%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSWELITEQUOTE.TOCategory
Alpha (against Standard Index)-1.872.03
Beta (against Standard Index)0.960.90
Mean Annual Return0.791.06
R-squared (against Standard Index)91.7586.51
Standard Deviation8.688.42
Sharpe Ratio0.981.45
Treynor Ratio8.9614.37
5 Years
StatisticSWELITEQUOTE.TOCategory
Alpha (against Standard Index)-0.860.21
Beta (against Standard Index)0.920.94
Mean Annual Return0.610.72
R-squared (against Standard Index)90.4389.60
Standard Deviation10.2110.52
Sharpe Ratio0.640.76
Treynor Ratio6.848.41
10 Years
StatisticSWELITEQUOTE.TOCategory
Alpha (against Standard Index)N/A-0.77
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.67
R-squared (against Standard Index)N/A92.06
Standard DeviationN/A13.73
Sharpe RatioN/A0.45
Treynor RatioN/A5.78