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Co-operators Moderate Portfolio VPNL (F0CAN05TD4.TO)

176.60 Down 0.18(0.10%) Jul 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):13.48%
Worst 1 Yr Total Return(Dec 30, 2008):-20.88%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.570.29
Beta (against Standard Index)0.890.93
Mean Annual Return0.500.53
R-squared (against Standard Index)62.8462.42
Standard Deviation5.475.39
Sharpe Ratio0.971.08
Treynor Ratio5.926.37
5 Years
Alpha (against Standard Index)0.801.16
Beta (against Standard Index)0.990.91
Mean Annual Return0.380.44
R-squared (against Standard Index)70.6764.27
Standard Deviation5.515.27
Sharpe Ratio0.670.87
Treynor Ratio3.685.11
10 Years
Alpha (against Standard Index)-2.26-0.25
Beta (against Standard Index)1.020.94
Mean Annual Return0.230.41
R-squared (against Standard Index)85.0275.55
Standard Deviation7.267.10
Sharpe Ratio0.160.48
Treynor Ratio0.923.47