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SunWise 2001 CI Global Value 75/75 (SUNWISECIVAL.TO)

13.08 Up 0.03(0.23%) Nov 29

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):29.26%
Worst 1 Yr Total Return(Dec 30, 2002):-32.22%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSUNWISECIVAL.TOCategory
Alpha (against Standard Index)-2.89-2.52
Beta (against Standard Index)0.900.88
Mean Annual Return0.850.77
R-squared (against Standard Index)88.3679.46
Standard Deviation9.6710.21
Sharpe Ratio0.980.84
Treynor Ratio10.519.48
5 Years
StatisticSUNWISECIVAL.TOCategory
Alpha (against Standard Index)-3.31-2.66
Beta (against Standard Index)0.920.92
Mean Annual Return0.680.98
R-squared (against Standard Index)88.1277.63
Standard Deviation9.669.74
Sharpe Ratio0.761.15
Treynor Ratio7.8112.28
10 Years
StatisticSUNWISECIVAL.TOCategory
Alpha (against Standard Index)-3.10-1.38
Beta (against Standard Index)0.900.96
Mean Annual Return0.240.44
R-squared (against Standard Index)88.4581.70
Standard Deviation11.2912.57
Sharpe Ratio0.120.31
Treynor Ratio0.753.39