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SunWise 2001 CI SS Gl Inc&Gr Cop 75/75 (F000003XTZ.TO)

17.47 0.00(0.00%) Sep 11

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2003):23.16%
Worst 1 Yr Total Return(Dec 30, 2008):-19.52%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.39-3.78
Beta (against Standard Index)0.821.01
Mean Annual Return0.920.94
R-squared (against Standard Index)77.0881.82
Standard Deviation5.466.55
Sharpe Ratio1.841.62
Treynor Ratio12.7811.82
5 Years
Alpha (against Standard Index)-1.96-1.68
Beta (against Standard Index)0.890.98
Mean Annual Return0.640.75
R-squared (against Standard Index)77.8883.38
Standard Deviation6.717.21
Sharpe Ratio1.031.16
Treynor Ratio7.868.77
10 Years
Alpha (against Standard Index)-2.89-0.90
Beta (against Standard Index)0.920.95
Mean Annual Return0.290.47
R-squared (against Standard Index)80.5784.00
Standard Deviation9.009.13
Sharpe Ratio0.180.42
Treynor Ratio1.363.76