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 Dow Down0.74% Nasdaq Down0.56%

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

10.83 Up 0.01(0.09%) Jul 23

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
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
Alpha (against Standard Index)-2.93-4.92
Beta (against Standard Index)0.971.08
Mean Annual Return1.311.32
R-squared (against Standard Index)99.0976.89
Standard Deviation8.2310.79
Sharpe Ratio1.801.45
Treynor Ratio16.1114.50
5 Years
Alpha (against Standard Index)-2.69-2.69
Beta (against Standard Index)0.961.07
Mean Annual Return1.061.20
R-squared (against Standard Index)99.0778.54
Standard Deviation8.4610.80
Sharpe Ratio1.421.28
Treynor Ratio12.8713.18
10 Years
Alpha (against Standard Index)-2.71-1.12
Beta (against Standard Index)0.981.00
Mean Annual Return0.250.40
R-squared (against Standard Index)99.2878.95
Standard Deviation10.9912.90
Sharpe Ratio0.110.22
Treynor Ratio0.602.14