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    More On SUNWISECIVAL…


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

    13.18 Up 0.08(0.61%) Dec 9

    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