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

    144.35 Down 0.56(0.39%) Aug 25

    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)-1.75-0.96
    Beta (against Standard Index)0.940.91
    Mean Annual Return0.640.77
    R-squared (against Standard Index)90.5785.62
    Standard Deviation11.7112.18
    Sharpe Ratio0.590.70
    Treynor Ratio6.839.01
    5 Years
    StatisticF00000PXZM.TOCategory
    Alpha (against Standard Index)N/A-1.25
    Beta (against Standard Index)N/A0.93
    Mean Annual ReturnN/A0.71
    R-squared (against Standard Index)N/A85.56
    Standard DeviationN/A12.26
    Sharpe RatioN/A0.64
    Treynor RatioN/A8.00
    10 Years
    StatisticF00000PXZM.TOCategory
    Alpha (against Standard Index)N/A-1.36
    Beta (against Standard Index)N/A0.95
    Mean Annual ReturnN/A0.28
    R-squared (against Standard Index)N/A87.16
    Standard DeviationN/A14.04
    Sharpe RatioN/A0.13
    Treynor RatioN/A0.96