• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.13% Nasdaq Up0.70%

    More On F000003XYO.T…


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

    11.02 Up 0.05(0.46%) Dec 24

    Risk as of Nov 29, 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
    StatisticF000003XYO.TOCategory
    Alpha (against Standard Index)-4.29-1.23
    Beta (against Standard Index)0.840.94
    Mean Annual Return0.791.16
    R-squared (against Standard Index)83.4779.91
    Standard Deviation8.339.48
    Sharpe Ratio1.021.39
    Treynor Ratio10.1514.65
    5 Years
    StatisticF000003XYO.TOCategory
    Alpha (against Standard Index)-2.67-1.01
    Beta (against Standard Index)0.800.97
    Mean Annual Return0.380.63
    R-squared (against Standard Index)86.4384.62
    Standard Deviation9.4411.60
    Sharpe Ratio0.400.60
    Treynor Ratio4.226.75
    10 Years
    StatisticF000003XYO.TOCategory
    Alpha (against Standard Index)-3.16-1.27
    Beta (against Standard Index)0.800.97
    Mean Annual Return0.170.39
    R-squared (against Standard Index)87.1387.06
    Standard Deviation11.1213.53
    Sharpe Ratio0.020.21
    Treynor Ratio-0.532.00