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    SunWise 2001 U.S. Market Index 75/75 (F000003XY2.TO)

    12.95 Down 0.20(1.52%) Apr 16

    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):36.60%
    Worst 1 Yr Total Return(Dec 30, 2002):-26.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XY2.TOCategory
    Alpha (against Standard Index)-2.82-2.66
    Beta (against Standard Index)0.970.96
    Mean Annual Return1.661.66
    R-squared (against Standard Index)99.1170.46
    Standard Deviation7.329.06
    Sharpe Ratio2.602.18
    Treynor Ratio21.2021.29
    5 Years
    StatisticF000003XY2.TOCategory
    Alpha (against Standard Index)-2.76-4.16
    Beta (against Standard Index)0.971.07
    Mean Annual Return1.261.30
    R-squared (against Standard Index)99.2477.91
    Standard Deviation8.5310.94
    Sharpe Ratio1.671.39
    Treynor Ratio15.4514.42
    10 Years
    StatisticF000003XY2.TOCategory
    Alpha (against Standard Index)-2.70-1.41
    Beta (against Standard Index)0.981.00
    Mean Annual Return0.500.62
    R-squared (against Standard Index)99.3478.33
    Standard Deviation10.9912.91
    Sharpe Ratio0.380.44
    Treynor Ratio3.795.08