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    Co-operators Fidelity True North VP (F0CAN05OWJ.TO)

    250.39 Down 0.60(0.24%) Dec 1

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):29.54%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.29%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05OWJ.TOCategory
    Alpha (against Standard Index)3.470.42
    Beta (against Standard Index)0.610.90
    Mean Annual Return0.680.54
    R-squared (against Standard Index)73.3680.80
    Standard Deviation6.428.32
    Sharpe Ratio1.160.73
    Treynor Ratio12.276.83
    5 Years
    StatisticF0CAN05OWJ.TOCategory
    Alpha (against Standard Index)2.591.39
    Beta (against Standard Index)0.690.90
    Mean Annual Return0.440.66
    R-squared (against Standard Index)82.2482.66
    Standard Deviation7.448.36
    Sharpe Ratio0.590.88
    Treynor Ratio6.178.34
    10 Years
    StatisticF0CAN05OWJ.TOCategory
    Alpha (against Standard Index)0.12-0.26
    Beta (against Standard Index)0.910.95
    Mean Annual Return0.420.43
    R-squared (against Standard Index)93.1390.42
    Standard Deviation12.8513.48
    Sharpe Ratio0.270.29
    Treynor Ratio2.933.23