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

    17.10 Up 0.05(0.29%) May 24

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down4
    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)-2.22-1.75
    Beta (against Standard Index)0.891.00
    Mean Annual Return0.390.49
    R-squared (against Standard Index)82.9272.52
    Standard Deviation5.546.72
    Sharpe Ratio0.710.78
    Treynor Ratio4.335.15
    5 Years
    StatisticF000003XY4.TOCategory
    Alpha (against Standard Index)-2.63-2.30
    Beta (against Standard Index)0.981.10
    Mean Annual Return0.280.36
    R-squared (against Standard Index)86.6275.50
    Standard Deviation6.027.31
    Sharpe Ratio0.410.52
    Treynor Ratio2.393.31
    10 Years
    StatisticF000003XY4.TOCategory
    Alpha (against Standard Index)-2.60-1.20
    Beta (against Standard Index)0.941.00
    Mean Annual Return0.210.35
    R-squared (against Standard Index)82.0276.28
    Standard Deviation8.068.93
    Sharpe Ratio0.120.30
    Treynor Ratio0.722.38