• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.11% Nasdaq Up0.31%

    More On COOPERATORSR…


    Co-operators Canadian Resource VP (COOPERATORSR.TO)

    231.89 Down 0.26(0.11%) Jan 16

    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)-0.06-1.05
    Beta (against Standard Index)0.631.00
    Mean Annual Return0.050.07
    R-squared (against Standard Index)76.7772.31
    Standard Deviation13.8322.15
    Sharpe Ratio-0.010.03
    Treynor Ratio-1.78-1.63
    5 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)-1.05-3.43
    Beta (against Standard Index)0.761.02
    Mean Annual Return-0.43-0.32
    R-squared (against Standard Index)81.6971.21
    Standard Deviation15.5120.73
    Sharpe Ratio-0.38-0.17
    Treynor Ratio-9.15-5.30
    10 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)-0.45-1.15
    Beta (against Standard Index)0.921.03
    Mean Annual Return0.080.08
    R-squared (against Standard Index)89.8872.73
    Standard Deviation19.6824.48
    Sharpe Ratio-0.030.01
    Treynor Ratio-2.91-2.88