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

147.91 Down 0.42(0.28%) Dec 8

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)-3.21-1.31
Beta (against Standard Index)1.231.14
Mean Annual Return0.210.39
R-squared (against Standard Index)88.3280.05
Standard Deviation4.173.90
Sharpe Ratio0.411.05
Treynor Ratio1.333.46
5 Years
Alpha (against Standard Index)-2.62-0.71
Beta (against Standard Index)1.161.14
Mean Annual Return0.210.42
R-squared (against Standard Index)83.7375.84
Standard Deviation3.503.63
Sharpe Ratio0.491.19
Treynor Ratio1.443.72
10 Years
Alpha (against Standard Index)-2.06-0.95
Beta (against Standard Index)0.981.11
Mean Annual Return0.200.33
R-squared (against Standard Index)84.5674.57
Standard Deviation3.824.73
Sharpe Ratio0.220.54
Treynor Ratio0.832.56