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SunWise 2001 CI Intl Value 100/100 (F000003XYO.TO)

11.00 0.00(0.00%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up8
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):23.80%
Worst 1 Yr Total Return(Dec 30, 2008):-22.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.58-2.43
Beta (against Standard Index)0.790.98
Mean Annual Return0.580.87
R-squared (against Standard Index)86.4484.50
Standard Deviation9.1311.41
Sharpe Ratio0.660.86
Treynor Ratio7.4010.00
5 Years
Alpha (against Standard Index)-2.23-1.19
Beta (against Standard Index)0.780.96
Mean Annual Return0.500.72
R-squared (against Standard Index)87.1084.60
Standard Deviation9.4811.83
Sharpe Ratio0.550.68
Treynor Ratio6.228.08
10 Years
Alpha (against Standard Index)-3.22-1.46
Beta (against Standard Index)0.800.97
Mean Annual Return0.180.38
R-squared (against Standard Index)87.5887.04
Standard Deviation11.1213.53
Sharpe Ratio0.020.20
Treynor Ratio-0.491.90