• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.26% Nasdaq Down0.18%

    More On COOPERATORSR…


    Co-operators Canadian Resource VP (COOPERATORSR.TO)

    241.44 Up 1.12(0.47%) Aug 25

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2005):51.03%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.98%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)-0.06-1.55
    Beta (against Standard Index)0.630.97
    Mean Annual Return0.050.10
    R-squared (against Standard Index)76.7772.56
    Standard Deviation13.8321.78
    Sharpe Ratio-0.010.05
    Treynor Ratio-1.787.17
    5 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)-1.05-6.28
    Beta (against Standard Index)0.761.08
    Mean Annual Return-0.43-0.76
    R-squared (against Standard Index)81.6974.74
    Standard Deviation15.5123.17
    Sharpe Ratio-0.38-0.40
    Treynor Ratio-9.15-10.30
    10 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)-0.45-0.78
    Beta (against Standard Index)0.921.03
    Mean Annual Return0.080.10
    R-squared (against Standard Index)89.8873.72
    Standard Deviation19.6824.73
    Sharpe Ratio-0.030.01
    Treynor Ratio-2.91-2.86