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

    11.55 Down 0.02(0.17%) Feb 4

    Risk as of Dec 30, 2015Get 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
    StatisticF000003XTW.TOCategory
    Alpha (against Standard Index)-5.51-3.18
    Beta (against Standard Index)1.010.95
    Mean Annual Return1.711.77
    R-squared (against Standard Index)94.4475.77
    Standard Deviation9.8510.70
    Sharpe Ratio2.001.96
    Treynor Ratio20.9523.09
    5 Years
    StatisticF000003XTW.TOCategory
    Alpha (against Standard Index)-5.94-4.31
    Beta (against Standard Index)1.021.01
    Mean Annual Return1.111.24
    R-squared (against Standard Index)93.7876.44
    Standard Deviation9.6410.95
    Sharpe Ratio1.301.32
    Treynor Ratio12.6014.22
    10 Years
    StatisticF000003XTW.TOCategory
    Alpha (against Standard Index)-3.54-1.99
    Beta (against Standard Index)0.971.00
    Mean Annual Return0.480.63
    R-squared (against Standard Index)91.5178.98
    Standard Deviation11.8013.39
    Sharpe Ratio0.340.44
    Treynor Ratio3.585.20