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    Co-operators Conservative Balanced VP (F0CAN05PIB.TO)

    173.37 Down 0.07(0.04%) Feb 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):12.20%
    Worst 1 Yr Total Return(Dec 30, 2008):-12.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05PIB.TOCategory
    Alpha (against Standard Index)-1.49-1.24
    Beta (against Standard Index)1.331.15
    Mean Annual Return0.390.33
    R-squared (against Standard Index)87.3579.88
    Standard Deviation4.533.91
    Sharpe Ratio0.850.86
    Treynor Ratio2.872.84
    5 Years
    StatisticF0CAN05PIB.TOCategory
    Alpha (against Standard Index)-2.31-0.71
    Beta (against Standard Index)1.411.16
    Mean Annual Return0.320.37
    R-squared (against Standard Index)85.8278.04
    Standard Deviation4.163.61
    Sharpe Ratio0.711.04
    Treynor Ratio2.063.21
    10 Years
    StatisticF0CAN05PIB.TOCategory
    Alpha (against Standard Index)-2.59-0.92
    Beta (against Standard Index)1.401.13
    Mean Annual Return0.260.31
    R-squared (against Standard Index)88.8675.80
    Standard Deviation5.354.71
    Sharpe Ratio0.300.52
    Treynor Ratio1.072.38