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    More On F000003XY2.T…

    SunWise 2001 U.S. Market Index 75/75 (F000003XY2.TO)

    14.13 Down 0.05(0.35%) Oct 25

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):36.60%
    Worst 1 Yr Total Return(Dec 30, 2002):-26.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.81-3.64
    Beta (against Standard Index)0.970.94
    Mean Annual Return1.281.22
    R-squared (against Standard Index)99.0177.86
    Standard Deviation10.3311.71
    Sharpe Ratio1.421.21
    Treynor Ratio15.5415.22
    5 Years
    Alpha (against Standard Index)-2.91-3.40
    Beta (against Standard Index)0.970.98
    Mean Annual Return1.101.40
    R-squared (against Standard Index)99.1475.76
    Standard Deviation9.6411.18
    Sharpe Ratio1.291.47
    Treynor Ratio13.1217.00
    10 Years
    Alpha (against Standard Index)-2.81-2.04
    Beta (against Standard Index)0.971.00
    Mean Annual Return0.460.61
    R-squared (against Standard Index)99.2878.46
    Standard Deviation11.4813.63
    Sharpe Ratio0.340.44
    Treynor Ratio3.525.18