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    More On F000003XY4.T…


    SunWise 2001 CI Sig Sel Cdn Bal 75/75 (F000003XY4.TO)

    18.35 Up 0.09(0.49%) May 21

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):16.30%
    Worst 1 Yr Total Return(Dec 30, 2008):-17.05%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XY4.TOCategory
    Alpha (against Standard Index)-1.21-1.92
    Beta (against Standard Index)0.880.98
    Mean Annual Return0.730.75
    R-squared (against Standard Index)85.9870.72
    Standard Deviation4.725.90
    Sharpe Ratio1.661.44
    Treynor Ratio9.128.80
    5 Years
    StatisticF000003XY4.TOCategory
    Alpha (against Standard Index)-2.87-2.78
    Beta (against Standard Index)1.031.08
    Mean Annual Return0.520.57
    R-squared (against Standard Index)85.5675.99
    Standard Deviation6.387.18
    Sharpe Ratio0.840.90
    Treynor Ratio5.206.00
    10 Years
    StatisticF000003XY4.TOCategory
    Alpha (against Standard Index)-3.03-1.24
    Beta (against Standard Index)0.900.96
    Mean Annual Return0.300.48
    R-squared (against Standard Index)80.7876.69
    Standard Deviation7.968.77
    Sharpe Ratio0.230.46
    Treynor Ratio1.764.03