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    More On COOPERATORSC…


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

    144.25 Up 0.11(0.08%) Apr 30

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    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)-2.40-0.33
    Beta (against Standard Index)0.980.87
    Mean Annual Return0.220.36
    R-squared (against Standard Index)98.7392.88
    Standard Deviation3.943.70
    Sharpe Ratio0.440.92
    Treynor Ratio1.713.88
    5 Years
    StatisticCOOPERATORSC.TOCategory
    Alpha (against Standard Index)-2.40-0.34
    Beta (against Standard Index)0.920.82
    Mean Annual Return0.270.40
    R-squared (against Standard Index)95.8690.44
    Standard Deviation3.503.21
    Sharpe Ratio0.691.25
    Treynor Ratio2.595.05
    10 Years
    StatisticCOOPERATORSC.TOCategory
    Alpha (against Standard Index)-2.21-0.67
    Beta (against Standard Index)0.950.87
    Mean Annual Return0.270.37
    R-squared (against Standard Index)95.0787.13
    Standard Deviation3.563.41
    Sharpe Ratio0.400.77
    Treynor Ratio1.493.13