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    More On F000003XTZ.T…

    SunWise 2001 CI SS Gl Inc&Gr Cop 75/75 (F000003XTZ.TO)

    19.07 0.00(0.00%) Aug 25

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):23.16%
    Worst 1 Yr Total Return(Dec 30, 2008):-19.52%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.02-0.76
    Beta (against Standard Index)0.940.60
    Mean Annual Return0.530.64
    R-squared (against Standard Index)81.9760.72
    Standard Deviation7.976.33
    Sharpe Ratio0.701.12
    Treynor Ratio5.7311.92
    5 Years
    Alpha (against Standard Index)-4.38-1.30
    Beta (against Standard Index)1.020.65
    Mean Annual Return0.500.57
    R-squared (against Standard Index)75.3553.07
    Standard Deviation7.665.99
    Sharpe Ratio0.671.02
    Treynor Ratio4.889.38
    10 Years
    Alpha (against Standard Index)-2.950.10
    Beta (against Standard Index)0.920.59
    Mean Annual Return0.230.40
    R-squared (against Standard Index)62.8545.60
    Standard Deviation9.287.19
    Sharpe Ratio0.140.46
    Treynor Ratio0.925.50