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    SunWise 2001 CI Cdn Investment 75/75 (F000003XUD.TO)

    23.92 Down 0.01(0.04%) Jul 28

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):26.74%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.85%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XUD.TOCategory
    Alpha (against Standard Index)-0.481.46
    Beta (against Standard Index)0.860.76
    Mean Annual Return0.480.67
    R-squared (against Standard Index)74.7656.47
    Standard Deviation8.878.74
    Sharpe Ratio0.570.90
    Treynor Ratio5.5911.76
    5 Years
    StatisticF000003XUD.TOCategory
    Alpha (against Standard Index)-0.912.05
    Beta (against Standard Index)0.990.85
    Mean Annual Return0.210.51
    R-squared (against Standard Index)81.2267.39
    Standard Deviation10.7610.03
    Sharpe Ratio0.160.59
    Treynor Ratio1.167.16
    10 Years
    StatisticF000003XUD.TOCategory
    Alpha (against Standard Index)-1.500.07
    Beta (against Standard Index)0.880.84
    Mean Annual Return0.270.43
    R-squared (against Standard Index)88.9076.69
    Standard Deviation12.7813.11
    Sharpe Ratio0.130.30
    Treynor Ratio1.043.87