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    More On F000003XY2.T…

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

    13.15 Up 0.14(1.08%) Oct 8

    Risk as of Aug 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
    Alpha (against Standard Index)-2.11-1.84
    Beta (against Standard Index)0.950.93
    Mean Annual Return1.721.70
    R-squared (against Standard Index)99.1675.84
    Standard Deviation8.8310.20
    Sharpe Ratio2.241.96
    Treynor Ratio22.3422.68
    5 Years
    Alpha (against Standard Index)-2.43-3.37
    Beta (against Standard Index)0.961.02
    Mean Annual Return1.361.39
    R-squared (against Standard Index)99.1576.56
    Standard Deviation8.7310.92
    Sharpe Ratio1.771.48
    Treynor Ratio17.0716.17
    10 Years
    Alpha (against Standard Index)-2.63-1.61
    Beta (against Standard Index)0.971.00
    Mean Annual Return0.490.59
    R-squared (against Standard Index)99.3378.51
    Standard Deviation11.2013.28
    Sharpe Ratio0.360.40
    Treynor Ratio3.714.66