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    More On COOPERATORSD…


    Co-operators Canadian Equity VP (COOPERATORSD.TO)

    194.54 Down 0.03(0.02%) Apr 26

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):25.54%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSD.TOCategory
    Alpha (against Standard Index)1.911.53
    Beta (against Standard Index)0.920.90
    Mean Annual Return0.570.53
    R-squared (against Standard Index)83.6283.58
    Standard Deviation8.918.78
    Sharpe Ratio0.680.67
    Treynor Ratio6.376.61
    5 Years
    StatisticCOOPERATORSD.TOCategory
    Alpha (against Standard Index)-0.200.89
    Beta (against Standard Index)1.000.94
    Mean Annual Return0.200.28
    R-squared (against Standard Index)90.3587.24
    Standard Deviation10.209.75
    Sharpe Ratio0.150.27
    Treynor Ratio0.992.48
    10 Years
    StatisticCOOPERATORSD.TOCategory
    Alpha (against Standard Index)-2.22-0.34
    Beta (against Standard Index)0.990.94
    Mean Annual Return0.220.37
    R-squared (against Standard Index)96.2690.76
    Standard Deviation13.7213.54
    Sharpe Ratio0.080.21
    Treynor Ratio0.132.13