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    More On F0CAN05TD4.T…

    Co-operators Moderate Portfolio VPNL (F0CAN05TD4.TO)

    177.13 Down 0.58(0.33%) Oct 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)1.570.51
    Beta (against Standard Index)0.890.93
    Mean Annual Return0.500.55
    R-squared (against Standard Index)62.8464.07
    Standard Deviation5.475.36
    Sharpe Ratio0.971.12
    Treynor Ratio5.926.55
    5 Years
    Alpha (against Standard Index)0.801.73
    Beta (against Standard Index)0.990.91
    Mean Annual Return0.380.58
    R-squared (against Standard Index)70.6763.42
    Standard Deviation5.514.98
    Sharpe Ratio0.671.26
    Treynor Ratio3.687.10
    10 Years
    Alpha (against Standard Index)-2.26-0.66
    Beta (against Standard Index)1.020.97
    Mean Annual Return0.230.38
    R-squared (against Standard Index)85.0275.72
    Standard Deviation7.267.27
    Sharpe Ratio0.160.44
    Treynor Ratio0.923.18