Dow Up0.48% Nasdaq Up0.43%

CIBC Very Conservative Index Portfolio (CIBCPORTINDT.TO)

19.49 0.00(0.00%) Jul 31

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up14
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):7.27%
Worst 1 Yr Total Return(Dec 30, 2008):-1.42%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCIBCPORTINDT.TOCategory
Alpha (against Standard Index)-1.59-0.54
Beta (against Standard Index)0.620.98
Mean Annual Return0.220.47
R-squared (against Standard Index)92.2172.89
Standard Deviation1.572.89
Sharpe Ratio1.071.63
Treynor Ratio2.764.43
5 Years
StatisticCIBCPORTINDT.TOCategory
Alpha (against Standard Index)-0.95-0.20
Beta (against Standard Index)0.590.95
Mean Annual Return0.270.50
R-squared (against Standard Index)89.4871.34
Standard Deviation1.633.00
Sharpe Ratio1.481.73
Treynor Ratio4.175.42
10 Years
StatisticCIBCPORTINDT.TOCategory
Alpha (against Standard Index)-0.35-0.96
Beta (against Standard Index)0.570.90
Mean Annual Return0.310.36
R-squared (against Standard Index)90.0174.83
Standard Deviation2.244.02
Sharpe Ratio0.790.58
Treynor Ratio3.252.12