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    Co-operators Mawer Intl Equity VPNL (F00000PXZG.TO)

    160.38 Down 0.11(0.07%) Jul 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):20.31%
    Worst 1 Yr Total Return(Dec 30, 2014):7.09%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000PXZG.TOCategory
    Alpha (against Standard Index)1.82-0.78
    Beta (against Standard Index)0.880.91
    Mean Annual Return0.880.71
    R-squared (against Standard Index)85.7285.01
    Standard Deviation11.1411.97
    Sharpe Ratio0.880.65
    Treynor Ratio11.088.18
    5 Years
    StatisticF00000PXZG.TOCategory
    Alpha (against Standard Index)N/A-1.29
    Beta (against Standard Index)N/A0.93
    Mean Annual ReturnN/A0.58
    R-squared (against Standard Index)N/A85.54
    Standard DeviationN/A12.21
    Sharpe RatioN/A0.52
    Treynor RatioN/A6.20
    10 Years
    StatisticF00000PXZG.TOCategory
    Alpha (against Standard Index)N/A-1.32
    Beta (against Standard Index)N/A0.95
    Mean Annual ReturnN/A0.26
    R-squared (against Standard Index)N/A87.06
    Standard DeviationN/A13.97
    Sharpe RatioN/A0.12
    Treynor RatioN/A0.69