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    Co-operators Canadian Resource VPNL (F0CAN05TFH.TO)

    231.63 Down 5.57(2.35%) Jul 25

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up5
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2005):50.80%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.21-2.28
    Beta (against Standard Index)0.630.97
    Mean Annual Return0.040.12
    R-squared (against Standard Index)76.7773.04
    Standard Deviation13.8321.80
    Sharpe Ratio-0.020.06
    Treynor Ratio-2.024.81
    5 Years
    Alpha (against Standard Index)-1.19-5.65
    Beta (against Standard Index)0.761.08
    Mean Annual Return-0.44-0.75
    R-squared (against Standard Index)81.6974.22
    Standard Deviation15.5123.17
    Sharpe Ratio-0.39-0.39
    Treynor Ratio-9.33-10.19
    10 Years
    Alpha (against Standard Index)-0.60-0.85
    Beta (against Standard Index)0.911.03
    Mean Annual Return0.060.10
    R-squared (against Standard Index)89.8873.67
    Standard Deviation19.6824.73
    Sharpe Ratio-0.040.01
    Treynor Ratio-3.07-2.91