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SunWise 2001 PS Balanced 100/100 (F000003XX3.TO)

17.21 Down 0.05(0.29%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):15.25%
Worst 1 Yr Total Return(Dec 30, 2008):-19.01%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.88-3.78
Beta (against Standard Index)0.861.01
Mean Annual Return0.760.94
R-squared (against Standard Index)92.2081.82
Standard Deviation5.256.55
Sharpe Ratio1.551.62
Treynor Ratio9.7611.82
5 Years
Alpha (against Standard Index)-2.00-1.68
Beta (against Standard Index)0.840.98
Mean Annual Return0.610.75
R-squared (against Standard Index)93.4083.38
Standard Deviation5.847.21
Sharpe Ratio1.111.16
Treynor Ratio7.758.77
10 Years
Alpha (against Standard Index)-0.77-0.90
Beta (against Standard Index)0.820.95
Mean Annual Return0.430.47
R-squared (against Standard Index)90.8884.00
Standard Deviation7.489.13
Sharpe Ratio0.430.42
Treynor Ratio3.753.76