Dow Up0.19% Nasdaq Up0.56%

SunWise Elite CI Camb Bal Bundle 75/75 (SWLITECAMBRI.TO)

16.93 Up 0.07(0.42%) Nov 19

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up3
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):18.15%
Worst 1 Yr Total Return(Dec 30, 2011):0.61%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSWLITECAMBRI.TOCategory
Alpha (against Standard Index)2.76-2.64
Beta (against Standard Index)0.710.94
Mean Annual Return1.100.91
R-squared (against Standard Index)59.0580.21
Standard Deviation4.815.53
Sharpe Ratio2.551.84
Treynor Ratio18.4011.43
5 Years
StatisticSWLITECAMBRI.TOCategory
Alpha (against Standard Index)N/A-1.92
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.71
R-squared (against Standard Index)N/A83.70
Standard DeviationN/A7.15
Sharpe RatioN/A1.11
Treynor RatioN/A8.22
10 Years
StatisticSWLITECAMBRI.TOCategory
Alpha (against Standard Index)N/A-1.12
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.46
R-squared (against Standard Index)N/A83.89
Standard DeviationN/A9.17
Sharpe RatioN/A0.41
Treynor RatioN/A3.69