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    More On SUNWISECIVAL…


    SunWise 2001 CI Global Value 75/75 (SUNWISECIVAL.TO)

    11.82 Down 0.05(0.42%) Jan 28

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):29.26%
    Worst 1 Yr Total Return(Dec 30, 2002):-32.22%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSUNWISECIVAL.TOCategory
    Alpha (against Standard Index)-5.72-3.37
    Beta (against Standard Index)0.990.97
    Mean Annual Return1.151.30
    R-squared (against Standard Index)79.1972.65
    Standard Deviation7.527.79
    Sharpe Ratio1.711.95
    Treynor Ratio13.5216.72
    5 Years
    StatisticSUNWISECIVAL.TOCategory
    Alpha (against Standard Index)-3.70-2.75
    Beta (against Standard Index)0.921.00
    Mean Annual Return0.670.82
    R-squared (against Standard Index)84.3477.93
    Standard Deviation8.769.91
    Sharpe Ratio0.830.96
    Treynor Ratio7.759.64
    10 Years
    StatisticSUNWISECIVAL.TOCategory
    Alpha (against Standard Index)-3.38-1.05
    Beta (against Standard Index)0.910.98
    Mean Annual Return0.240.46
    R-squared (against Standard Index)87.2382.16
    Standard Deviation10.7912.06
    Sharpe Ratio0.100.31
    Treynor Ratio0.553.29