• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.25% Nasdaq Up0.12%

    More On COOPERATORSP…


    Co-operators Very Aggressive Port VP (COOPERATORSP.TO)

    206.84 Down 0.29(0.14%) Jan 16

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):21.33%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.34%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSP.TOCategory
    Alpha (against Standard Index)4.501.10
    Beta (against Standard Index)0.640.77
    Mean Annual Return0.790.56
    R-squared (against Standard Index)56.4355.92
    Standard Deviation7.688.61
    Sharpe Ratio1.130.77
    Treynor Ratio13.619.84
    5 Years
    StatisticCOOPERATORSP.TOCategory
    Alpha (against Standard Index)3.203.13
    Beta (against Standard Index)0.760.79
    Mean Annual Return0.500.82
    R-squared (against Standard Index)73.6160.91
    Standard Deviation8.698.60
    Sharpe Ratio0.601.11
    Treynor Ratio6.5513.24
    10 Years
    StatisticCOOPERATORSP.TOCategory
    Alpha (against Standard Index)-1.50-0.11
    Beta (against Standard Index)0.790.87
    Mean Annual Return0.240.41
    R-squared (against Standard Index)86.2977.62
    Standard Deviation11.6013.35
    Sharpe Ratio0.120.29
    Treynor Ratio0.903.66