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    More On F0CAN05P7B.T…

    Co-operators Very Conservative Port VP (F0CAN05P7B.TO)

    154.83 0.00(0.00%) Jul 28

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):7.87%
    Worst 1 Yr Total Return(Dec 30, 2008):-6.30%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.06-1.60
    Beta (against Standard Index)1.231.14
    Mean Annual Return0.220.43
    R-squared (against Standard Index)88.3080.46
    Standard Deviation4.173.97
    Sharpe Ratio0.451.15
    Treynor Ratio1.463.83
    5 Years
    Alpha (against Standard Index)-2.48-1.01
    Beta (against Standard Index)1.161.12
    Mean Annual Return0.230.38
    R-squared (against Standard Index)83.7274.38
    Standard Deviation3.503.66
    Sharpe Ratio0.541.04
    Treynor Ratio1.563.31
    10 Years
    Alpha (against Standard Index)-1.92-1.04
    Beta (against Standard Index)0.981.08
    Mean Annual Return0.210.34
    R-squared (against Standard Index)84.5773.64
    Standard Deviation3.824.64
    Sharpe Ratio0.260.57
    Treynor Ratio0.982.65