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

17.68 Up 0.02(0.11%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
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)-0.95-1.89
Beta (against Standard Index)0.891.06
Mean Annual Return0.670.72
R-squared (against Standard Index)87.5874.44
Standard Deviation4.445.87
Sharpe Ratio1.591.41
Treynor Ratio8.198.02
5 Years
StatisticF000003XY4.TOCategory
Alpha (against Standard Index)-2.22-2.07
Beta (against Standard Index)1.031.10
Mean Annual Return0.570.63
R-squared (against Standard Index)85.1078.59
Standard Deviation6.427.24
Sharpe Ratio0.941.02
Treynor Ratio5.866.78
10 Years
StatisticF000003XY4.TOCategory
Alpha (against Standard Index)-2.88-0.97
Beta (against Standard Index)0.900.96
Mean Annual Return0.310.50
R-squared (against Standard Index)80.8077.65
Standard Deviation7.948.69
Sharpe Ratio0.230.48
Treynor Ratio1.764.17