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    More On COOPERATORSD…


    Co-operators Canadian Equity VP (COOPERATORSD.TO)

    212.28 Down 2.77(1.29%) Mar 21

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):25.54%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSD.TOCategory
    Alpha (against Standard Index)1.120.26
    Beta (against Standard Index)0.880.90
    Mean Annual Return0.630.47
    R-squared (against Standard Index)79.1480.17
    Standard Deviation8.818.19
    Sharpe Ratio0.770.64
    Treynor Ratio7.565.83
    5 Years
    StatisticCOOPERATORSD.TOCategory
    Alpha (against Standard Index)-0.621.23
    Beta (against Standard Index)0.980.90
    Mean Annual Return0.230.66
    R-squared (against Standard Index)88.3881.92
    Standard Deviation10.158.20
    Sharpe Ratio0.190.90
    Treynor Ratio1.518.34
    10 Years
    StatisticCOOPERATORSD.TOCategory
    Alpha (against Standard Index)-2.58-0.42
    Beta (against Standard Index)0.980.94
    Mean Annual Return0.210.41
    R-squared (against Standard Index)95.7990.47
    Standard Deviation13.7213.43
    Sharpe Ratio0.070.27
    Treynor Ratio0.063.02