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

    19.29 Up 0.11(0.57%) Mar 28

    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)-3.520.26
    Beta (against Standard Index)0.990.90
    Mean Annual Return0.300.47
    R-squared (against Standard Index)99.1680.17
    Standard Deviation8.888.19
    Sharpe Ratio0.320.64
    Treynor Ratio2.525.83
    5 Years
    StatisticF000003XXM.TOCategory
    Alpha (against Standard Index)-3.441.23
    Beta (against Standard Index)0.990.90
    Mean Annual Return0.000.66
    R-squared (against Standard Index)99.5881.92
    Standard Deviation9.708.20
    Sharpe Ratio-0.090.90
    Treynor Ratio-1.328.34
    10 Years
    StatisticF000003XXM.TOCategory
    Alpha (against Standard Index)-3.20-0.42
    Beta (against Standard Index)1.000.94
    Mean Annual Return0.170.41
    R-squared (against Standard Index)99.8890.47
    Standard Deviation13.5913.43
    Sharpe Ratio0.030.27
    Treynor Ratio-0.523.02