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

152.20 Up 0.16(0.11%) Mar 23

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
StatisticF0CAN05P7B.TOCategory
Alpha (against Standard Index)-3.06-1.13
Beta (against Standard Index)1.231.16
Mean Annual Return0.220.33
R-squared (against Standard Index)88.3079.58
Standard Deviation4.173.91
Sharpe Ratio0.450.86
Treynor Ratio1.462.82
5 Years
StatisticF0CAN05P7B.TOCategory
Alpha (against Standard Index)-2.48-0.72
Beta (against Standard Index)1.161.16
Mean Annual Return0.230.39
R-squared (against Standard Index)83.7278.29
Standard Deviation3.503.63
Sharpe Ratio0.541.08
Treynor Ratio1.563.34
10 Years
StatisticF0CAN05P7B.TOCategory
Alpha (against Standard Index)-1.92-0.89
Beta (against Standard Index)0.981.13
Mean Annual Return0.210.32
R-squared (against Standard Index)84.5775.79
Standard Deviation3.824.72
Sharpe Ratio0.260.54
Treynor Ratio0.982.47