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    Co-operators Fidelity Global VP (F0CAN05P9G.TO)

    156.50 Down 0.09(0.06%) Jan 16

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):27.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05P9G.TOCategory
    Alpha (against Standard Index)-4.51-2.58
    Beta (against Standard Index)1.090.88
    Mean Annual Return0.940.71
    R-squared (against Standard Index)94.0277.91
    Standard Deviation11.4110.22
    Sharpe Ratio0.920.78
    Treynor Ratio9.538.82
    5 Years
    StatisticF0CAN05P9G.TOCategory
    Alpha (against Standard Index)-5.44-2.47
    Beta (against Standard Index)1.080.91
    Mean Annual Return0.661.05
    R-squared (against Standard Index)92.9777.30
    Standard Deviation11.029.68
    Sharpe Ratio0.641.24
    Treynor Ratio6.2313.37
    10 Years
    StatisticF0CAN05P9G.TOCategory
    Alpha (against Standard Index)-4.95-1.49
    Beta (against Standard Index)1.040.96
    Mean Annual Return0.140.39
    R-squared (against Standard Index)91.7881.36
    Standard Deviation12.7212.49
    Sharpe Ratio0.010.27
    Treynor Ratio-0.692.89