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    Co-operators Ethical Intl Equity VPNL (F00000PXZM.TO)

    141.03 Up 0.65(0.46%) Jul 21

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):23.13%
    Worst 1 Yr Total Return(Dec 30, 2014):1.01%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000PXZM.TOCategory
    Alpha (against Standard Index)-1.75-0.78
    Beta (against Standard Index)0.940.91
    Mean Annual Return0.640.71
    R-squared (against Standard Index)90.5785.01
    Standard Deviation11.7111.97
    Sharpe Ratio0.590.65
    Treynor Ratio6.838.18
    5 Years
    StatisticF00000PXZM.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
    StatisticF00000PXZM.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