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

    19.31 Down 0.10(0.52%) Aug 31

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    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)-3.30-1.11
    Beta (against Standard Index)0.980.80
    Mean Annual Return1.181.11
    R-squared (against Standard Index)71.2977.40
    Standard Deviation6.995.56
    Sharpe Ratio1.902.27
    Treynor Ratio14.1516.47
    5 Years
    StatisticF000003XTZ.TOCategory
    Alpha (against Standard Index)-2.90-2.42
    Beta (against Standard Index)0.970.91
    Mean Annual Return0.850.82
    R-squared (against Standard Index)80.4981.65
    Standard Deviation7.386.86
    Sharpe Ratio1.261.32
    Treynor Ratio9.7010.26
    10 Years
    StatisticF000003XTZ.TOCategory
    Alpha (against Standard Index)-2.58-1.38
    Beta (against Standard Index)0.920.93
    Mean Annual Return0.350.46
    R-squared (against Standard Index)80.0783.14
    Standard Deviation9.319.25
    Sharpe Ratio0.260.41
    Treynor Ratio2.283.83