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

    161.18 Down 1.92(1.18%) Sep 29

    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)1.82-0.61
    Beta (against Standard Index)0.880.91
    Mean Annual Return0.880.78
    R-squared (against Standard Index)85.7285.73
    Standard Deviation11.1412.17
    Sharpe Ratio0.880.72
    Treynor Ratio11.089.25
    5 Years
    StatisticF00000PXZG.TOCategory
    Alpha (against Standard Index)N/A-0.81
    Beta (against Standard Index)N/A0.92
    Mean Annual ReturnN/A0.86
    R-squared (against Standard Index)N/A84.06
    Standard DeviationN/A11.78
    Sharpe RatioN/A0.81
    Treynor RatioN/A10.16
    10 Years
    StatisticF00000PXZG.TOCategory
    Alpha (against Standard Index)N/A-1.29
    Beta (against Standard Index)N/A0.95
    Mean Annual ReturnN/A0.28
    R-squared (against Standard Index)N/A87.10
    Standard DeviationN/A14.04
    Sharpe RatioN/A0.14
    Treynor RatioN/A1.05