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    More On F000003XTZ.T…


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

    19.02 Up 0.01(0.05%) Feb 4

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    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)-4.15-1.60
    Beta (against Standard Index)0.970.59
    Mean Annual Return0.980.71
    R-squared (against Standard Index)80.7155.47
    Standard Deviation7.565.76
    Sharpe Ratio1.451.34
    Treynor Ratio11.5813.25
    5 Years
    StatisticF000003XTZ.TOCategory
    Alpha (against Standard Index)-3.92-1.50
    Beta (against Standard Index)1.020.64
    Mean Annual Return0.680.53
    R-squared (against Standard Index)74.0550.87
    Standard Deviation7.275.61
    Sharpe Ratio1.001.02
    Treynor Ratio7.158.77
    10 Years
    StatisticF000003XTZ.TOCategory
    Alpha (against Standard Index)-2.16-0.09
    Beta (against Standard Index)0.920.59
    Mean Annual Return0.370.39
    R-squared (against Standard Index)62.4245.34
    Standard Deviation9.297.10
    Sharpe Ratio0.300.43
    Treynor Ratio2.605.12