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    SunWise 2001 CI Cdn Investment 75/75 (F000003XUD.TO)

    24.30 0.00(0.00%) Jun 17

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):26.74%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.85%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XUD.TOCategory
    Alpha (against Standard Index)3.455.86
    Beta (against Standard Index)0.770.66
    Mean Annual Return1.091.18
    R-squared (against Standard Index)70.7854.19
    Standard Deviation6.676.68
    Sharpe Ratio1.822.04
    Treynor Ratio16.4425.62
    5 Years
    StatisticF000003XUD.TOCategory
    Alpha (against Standard Index)-0.612.15
    Beta (against Standard Index)1.000.83
    Mean Annual Return0.640.76
    R-squared (against Standard Index)83.9071.45
    Standard Deviation10.519.44
    Sharpe Ratio0.640.93
    Treynor Ratio6.4411.14
    10 Years
    StatisticF000003XUD.TOCategory
    Alpha (against Standard Index)-1.38-0.29
    Beta (against Standard Index)0.890.86
    Mean Annual Return0.510.59
    R-squared (against Standard Index)90.4878.94
    Standard Deviation12.9113.49
    Sharpe Ratio0.340.40
    Treynor Ratio4.135.57