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    SunWise 2001 Canadian Eq Index 75/100 (F000003XXM.TO)

    18.08 Up 0.06(0.33%) Jul 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):31.22%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XXM.TOCategory
    Alpha (against Standard Index)-3.520.29
    Beta (against Standard Index)0.990.90
    Mean Annual Return0.300.66
    R-squared (against Standard Index)99.1681.73
    Standard Deviation8.888.62
    Sharpe Ratio0.320.86
    Treynor Ratio2.528.36
    5 Years
    StatisticF000003XXM.TOCategory
    Alpha (against Standard Index)-3.440.69
    Beta (against Standard Index)0.990.93
    Mean Annual Return0.000.42
    R-squared (against Standard Index)99.5885.92
    Standard Deviation9.709.73
    Sharpe Ratio-0.090.45
    Treynor Ratio-1.324.43
    10 Years
    StatisticF000003XXM.TOCategory
    Alpha (against Standard Index)-3.20-0.25
    Beta (against Standard Index)1.000.95
    Mean Annual Return0.170.44
    R-squared (against Standard Index)99.8890.62
    Standard Deviation13.5913.56
    Sharpe Ratio0.030.28
    Treynor Ratio-0.523.20