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Co-operators Very Conservative Port VPNL (F0CAN05TDH.TO)

152.03 Down 0.30(0.20%) Aug 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):7.71%
Worst 1 Yr Total Return(Dec 30, 2008):-6.45%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.21-1.53
Beta (against Standard Index)1.231.14
Mean Annual Return0.210.45
R-squared (against Standard Index)88.3280.84
Standard Deviation4.174.00
Sharpe Ratio0.411.20
Treynor Ratio1.334.08
5 Years
Alpha (against Standard Index)-2.62-1.00
Beta (against Standard Index)1.161.13
Mean Annual Return0.210.40
R-squared (against Standard Index)83.7375.14
Standard Deviation3.503.71
Sharpe Ratio0.491.11
Treynor Ratio1.443.58
10 Years
Alpha (against Standard Index)-2.06-1.04
Beta (against Standard Index)0.981.08
Mean Annual Return0.200.34
R-squared (against Standard Index)84.5673.72
Standard Deviation3.824.64
Sharpe Ratio0.220.57
Treynor Ratio0.832.67