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    More On F000003XW0.T…


    SunWise 2001 CI Global Value 100/100 (F000003XW0.TO)

    11.21 Down 0.02(0.18%) Apr 30

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):28.43%
    Worst 1 Yr Total Return(Dec 30, 2002):-32.59%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XW0.TOCategory
    Alpha (against Standard Index)-5.99-2.99
    Beta (against Standard Index)1.030.92
    Mean Annual Return1.251.32
    R-squared (against Standard Index)86.6774.29
    Standard Deviation8.458.30
    Sharpe Ratio1.671.84
    Treynor Ratio14.3117.56
    5 Years
    StatisticF000003XW0.TOCategory
    Alpha (against Standard Index)-4.64-2.96
    Beta (against Standard Index)0.960.98
    Mean Annual Return0.820.98
    R-squared (against Standard Index)88.1178.05
    Standard Deviation9.3310.17
    Sharpe Ratio0.961.11
    Treynor Ratio9.3011.83
    10 Years
    StatisticF000003XW0.TOCategory
    Alpha (against Standard Index)-3.79-1.08
    Beta (against Standard Index)0.920.98
    Mean Annual Return0.300.55
    R-squared (against Standard Index)87.8482.37
    Standard Deviation11.0112.19
    Sharpe Ratio0.160.40
    Treynor Ratio1.324.48