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    More On COOPERATORSC…


    Co-operators Canadian Fixed Income VP (COOPERATORSC.TO)

    144.35 Down 0.16(0.11%) Feb 11

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up11
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2011):6.10%
    Worst 1 Yr Total Return(Dec 30, 2013):-3.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSC.TOCategory
    Alpha (against Standard Index)-2.040.00
    Beta (against Standard Index)1.070.92
    Mean Annual Return0.090.23
    R-squared (against Standard Index)94.7286.50
    Standard Deviation4.183.80
    Sharpe Ratio0.040.48
    Treynor Ratio0.091.95
    5 Years
    StatisticCOOPERATORSC.TOCategory
    Alpha (against Standard Index)-1.740.19
    Beta (against Standard Index)0.960.82
    Mean Annual Return0.180.30
    R-squared (against Standard Index)89.5181.83
    Standard Deviation3.643.24
    Sharpe Ratio0.360.88
    Treynor Ratio1.303.54
    10 Years
    StatisticCOOPERATORSC.TOCategory
    Alpha (against Standard Index)-1.280.24
    Beta (against Standard Index)0.790.72
    Mean Annual Return0.220.33
    R-squared (against Standard Index)73.4269.56
    Standard Deviation3.603.41
    Sharpe Ratio0.260.66
    Treynor Ratio1.153.28