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

    15.04 Up 0.02(0.13%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    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
    Alpha (against Standard Index)-3.12-1.96
    Beta (against Standard Index)0.820.84
    Mean Annual Return0.810.93
    R-squared (against Standard Index)91.7582.74
    Standard Deviation6.116.64
    Sharpe Ratio1.451.56
    Treynor Ratio11.0212.65
    5 Years
    Alpha (against Standard Index)-3.44-2.42
    Beta (against Standard Index)0.890.90
    Mean Annual Return0.560.66
    R-squared (against Standard Index)90.8682.61
    Standard Deviation6.687.17
    Sharpe Ratio0.870.99
    Treynor Ratio6.527.94
    10 Years
    Alpha (against Standard Index)-2.07-1.36
    Beta (against Standard Index)0.890.94
    Mean Annual Return0.370.45
    R-squared (against Standard Index)90.8683.22
    Standard Deviation8.439.37
    Sharpe Ratio0.320.40
    Treynor Ratio2.713.74