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

10.53 0.00(0.00%) Jul 28

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
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)-4.07-4.12
Beta (against Standard Index)0.921.01
Mean Annual Return0.850.96
R-squared (against Standard Index)84.9777.46
Standard Deviation8.569.98
Sharpe Ratio1.081.14
Treynor Ratio10.2012.09
5 Years
StatisticSUNWISECIVAL.TOCategory
Alpha (against Standard Index)-3.51-1.51
Beta (against Standard Index)0.920.97
Mean Annual Return0.730.95
R-squared (against Standard Index)85.6475.71
Standard Deviation8.8810.11
Sharpe Ratio0.891.09
Treynor Ratio8.5911.65
10 Years
StatisticSUNWISECIVAL.TOCategory
Alpha (against Standard Index)-3.48-0.74
Beta (against Standard Index)0.920.98
Mean Annual Return0.170.42
R-squared (against Standard Index)88.1682.24
Standard Deviation11.0112.26
Sharpe Ratio0.020.26
Treynor Ratio-0.432.67