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    More On COOPERATORSC…


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

    144.85 Down 0.46(0.32%) Jun 23

    Risk as of Apr 29, 2016Get 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)-2.00-0.12
    Beta (against Standard Index)1.030.89
    Mean Annual Return0.060.26
    R-squared (against Standard Index)89.7376.61
    Standard Deviation4.113.69
    Sharpe Ratio-0.030.63
    Treynor Ratio-0.182.59
    5 Years
    StatisticCOOPERATORSC.TOCategory
    Alpha (against Standard Index)-1.610.39
    Beta (against Standard Index)0.940.80
    Mean Annual Return0.190.31
    R-squared (against Standard Index)86.4275.42
    Standard Deviation3.623.29
    Sharpe Ratio0.390.90
    Treynor Ratio1.463.79
    10 Years
    StatisticCOOPERATORSC.TOCategory
    Alpha (against Standard Index)-1.140.47
    Beta (against Standard Index)0.780.69
    Mean Annual Return0.240.35
    R-squared (against Standard Index)71.3665.58
    Standard Deviation3.563.34
    Sharpe Ratio0.370.80
    Treynor Ratio1.634.08