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    More On F000003XTW.T…

    SunWise 2001 CI Prem Amer Val Cop100/100 (F000003XTW.TO)

    11.61 Up 0.09(0.78%) Jun 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2013):37.84%
    Worst 1 Yr Total Return(Dec 30, 2002):-22.43%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-7.15-2.97
    Beta (against Standard Index)1.050.93
    Mean Annual Return1.031.24
    R-squared (against Standard Index)94.4477.20
    Standard Deviation11.3911.61
    Sharpe Ratio1.021.23
    Treynor Ratio11.0715.41
    5 Years
    Alpha (against Standard Index)-7.20-4.34
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.841.11
    R-squared (against Standard Index)94.3277.08
    Standard Deviation10.5911.86
    Sharpe Ratio0.871.09
    Treynor Ratio8.7412.60
    10 Years
    Alpha (against Standard Index)-3.97-2.22
    Beta (against Standard Index)0.981.00
    Mean Annual Return0.370.62
    R-squared (against Standard Index)91.4278.64
    Standard Deviation12.0613.60
    Sharpe Ratio0.240.44
    Treynor Ratio2.255.15