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CIBC Very Conservative Index Portfolio (CIBCPORTINDT.TO)

20.12 Up 0.03(0.15%) Jan 31

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up15
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):7.27%
Worst 1 Yr Total Return(Dec 30, 2008):-1.42%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCIBCPORTINDT.TOCategory
Alpha (against Standard Index)-1.26-1.24
Beta (against Standard Index)0.611.15
Mean Annual Return0.170.33
R-squared (against Standard Index)90.6779.88
Standard Deviation2.073.91
Sharpe Ratio0.590.86
Treynor Ratio1.942.84
5 Years
StatisticCIBCPORTINDT.TOCategory
Alpha (against Standard Index)-1.18-0.71
Beta (against Standard Index)0.611.16
Mean Annual Return0.160.37
R-squared (against Standard Index)89.2878.04
Standard Deviation1.793.61
Sharpe Ratio0.621.04
Treynor Ratio1.793.21
10 Years
StatisticCIBCPORTINDT.TOCategory
Alpha (against Standard Index)-0.48-0.92
Beta (against Standard Index)0.591.13
Mean Annual Return0.240.31
R-squared (against Standard Index)86.1475.80
Standard Deviation2.284.71
Sharpe Ratio0.560.52
Treynor Ratio2.192.38