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    More On COOPERATORSF…


    Co-operators Fidelity Global VP (COOPERATORSF.TO)

    144.61 Up 0.28(0.19%) Jul 21

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):27.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSF.TOCategory
    Alpha (against Standard Index)-4.51-2.44
    Beta (against Standard Index)1.090.89
    Mean Annual Return0.940.90
    R-squared (against Standard Index)94.0280.26
    Standard Deviation11.4110.45
    Sharpe Ratio0.920.97
    Treynor Ratio9.5311.32
    5 Years
    StatisticCOOPERATORSF.TOCategory
    Alpha (against Standard Index)-5.44-3.34
    Beta (against Standard Index)1.080.95
    Mean Annual Return0.660.79
    R-squared (against Standard Index)92.9779.43
    Standard Deviation11.0210.72
    Sharpe Ratio0.640.83
    Treynor Ratio6.239.16
    10 Years
    StatisticCOOPERATORSF.TOCategory
    Alpha (against Standard Index)-4.95-1.46
    Beta (against Standard Index)1.040.96
    Mean Annual Return0.140.46
    R-squared (against Standard Index)91.7881.70
    Standard Deviation12.7212.57
    Sharpe Ratio0.010.32
    Treynor Ratio-0.693.50