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SunWise Essntl Fdty Glb Asset Allc Seg (SWESSFIDITYR.TO)

12.89 Up 0.04(0.31%) Sep 30

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):18.76%
Worst 1 Yr Total Return(Dec 30, 2011):-2.83%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSWESSFIDITYR.TOCategory
Alpha (against Standard Index)2.70-3.78
Beta (against Standard Index)0.491.01
Mean Annual Return0.870.94
R-squared (against Standard Index)47.2081.82
Standard Deviation4.156.55
Sharpe Ratio2.291.62
Treynor Ratio20.4011.82
5 Years
StatisticSWESSFIDITYR.TOCategory
Alpha (against Standard Index)N/A-1.68
Beta (against Standard Index)N/A0.98
Mean Annual ReturnN/A0.75
R-squared (against Standard Index)N/A83.38
Standard DeviationN/A7.21
Sharpe RatioN/A1.16
Treynor RatioN/A8.77
10 Years
StatisticSWESSFIDITYR.TOCategory
Alpha (against Standard Index)N/A-0.90
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.47
R-squared (against Standard Index)N/A84.00
Standard DeviationN/A9.13
Sharpe RatioN/A0.42
Treynor RatioN/A3.76