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SunWise Elite Port Ser Bal Gr 75/100 (SWESPCROISSQ.TO)

14.37 Up 0.12(0.84%) Aug 20

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):18.14%
Worst 1 Yr Total Return(Dec 30, 2008):-21.70%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSWESPCROISSQ.TOCategory
Alpha (against Standard Index)-4.70-3.77
Beta (against Standard Index)1.001.00
Mean Annual Return0.720.80
R-squared (against Standard Index)92.5883.80
Standard Deviation6.586.94
Sharpe Ratio1.171.30
Treynor Ratio7.849.49
5 Years
StatisticSWESPCROISSQ.TOCategory
Alpha (against Standard Index)-2.55-1.72
Beta (against Standard Index)0.950.96
Mean Annual Return0.690.77
R-squared (against Standard Index)91.8682.97
Standard Deviation6.797.28
Sharpe Ratio1.101.19
Treynor Ratio7.989.26
10 Years
StatisticSWESPCROISSQ.TOCategory
Alpha (against Standard Index)N/A-0.92
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.46
R-squared (against Standard Index)N/A83.93
Standard DeviationN/A9.13
Sharpe RatioN/A0.40
Treynor RatioN/A3.55