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    More On COOPERATORSA…


    Co-operators Aggressive Balanced VPNL (COOPERATORSA.TO)

    191.82 Up 0.47(0.25%) Mar 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):16.24%
    Worst 1 Yr Total Return(Dec 30, 2008):-19.07%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSA.TOCategory
    Alpha (against Standard Index)1.050.86
    Beta (against Standard Index)0.990.92
    Mean Annual Return0.490.41
    R-squared (against Standard Index)70.7460.95
    Standard Deviation5.695.04
    Sharpe Ratio0.910.87
    Treynor Ratio5.204.77
    5 Years
    StatisticCOOPERATORSA.TOCategory
    Alpha (against Standard Index)-0.141.86
    Beta (against Standard Index)1.110.88
    Mean Annual Return0.330.52
    R-squared (against Standard Index)78.1461.57
    Standard Deviation5.894.75
    Sharpe Ratio0.531.15
    Treynor Ratio2.706.30
    10 Years
    StatisticCOOPERATORSA.TOCategory
    Alpha (against Standard Index)-2.070.03
    Beta (against Standard Index)1.090.95
    Mean Annual Return0.260.38
    R-squared (against Standard Index)89.8876.10
    Standard Deviation7.557.01
    Sharpe Ratio0.210.48
    Treynor Ratio1.253.45