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Co-operators Fidelity Global VP (F0CAN05P9G.TO)

144.61 Up 0.28(0.19%) Jul 21

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)-4.51-2.44
Beta (against Standard Index)1.090.89
Mean Annual Return0.940.90
R-squared (against Standard Index)94.0280.26
Standard Deviation11.4110.45
Sharpe Ratio0.920.97
Treynor Ratio9.5311.32
5 Years
StatisticF0CAN05P9G.TOCategory
Alpha (against Standard Index)-5.44-3.34
Beta (against Standard Index)1.080.95
Mean Annual Return0.660.79
R-squared (against Standard Index)92.9779.43
Standard Deviation11.0210.72
Sharpe Ratio0.640.83
Treynor Ratio6.239.16
10 Years
StatisticF0CAN05P9G.TOCategory
Alpha (against Standard Index)-4.95-1.46
Beta (against Standard Index)1.040.96
Mean Annual Return0.140.46
R-squared (against Standard Index)91.7881.70
Standard Deviation12.7212.57
Sharpe Ratio0.010.32
Treynor Ratio-0.693.50