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

    19.66 Down 0.04(0.20%) Mar 25

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    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
    StatisticF000003XTZ.TOCategory
    Alpha (against Standard Index)-1.52-1.95
    Beta (against Standard Index)0.880.85
    Mean Annual Return1.101.03
    R-squared (against Standard Index)74.2679.82
    Standard Deviation6.155.78
    Sharpe Ratio2.001.99
    Treynor Ratio14.6414.20
    5 Years
    StatisticF000003XTZ.TOCategory
    Alpha (against Standard Index)-3.00-2.26
    Beta (against Standard Index)0.960.93
    Mean Annual Return0.780.81
    R-squared (against Standard Index)83.4384.03
    Standard Deviation7.397.28
    Sharpe Ratio1.141.24
    Treynor Ratio8.909.76
    10 Years
    StatisticF000003XTZ.TOCategory
    Alpha (against Standard Index)-2.80-1.16
    Beta (against Standard Index)0.920.94
    Mean Annual Return0.330.48
    R-squared (against Standard Index)80.7982.78
    Standard Deviation9.159.25
    Sharpe Ratio0.240.43
    Treynor Ratio1.984.05