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

140.04 0.00(0.00%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up9
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)-2.44-0.20
Beta (against Standard Index)0.960.82
Mean Annual Return0.150.30
R-squared (against Standard Index)96.1086.72
Standard Deviation3.262.95
Sharpe Ratio0.260.91
Treynor Ratio0.863.40
5 Years
StatisticCOOPERATORSC.TOCategory
Alpha (against Standard Index)-2.02-0.07
Beta (against Standard Index)0.910.84
Mean Annual Return0.230.37
R-squared (against Standard Index)94.0290.09
Standard Deviation3.182.99
Sharpe Ratio0.641.24
Treynor Ratio2.224.56
10 Years
StatisticCOOPERATORSC.TOCategory
Alpha (against Standard Index)-2.23-0.67
Beta (against Standard Index)0.950.87
Mean Annual Return0.260.36
R-squared (against Standard Index)94.3485.95
Standard Deviation3.333.24
Sharpe Ratio0.360.76
Treynor Ratio1.252.91