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    More On COOPERATORSD…


    Co-operators Canadian Equity VP (COOPERATORSD.TO)

    188.53 Down 2.92(1.53%) Jan 28

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down2
    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)-0.771.93
    Beta (against Standard Index)0.950.89
    Mean Annual Return0.740.92
    R-squared (against Standard Index)93.7786.06
    Standard Deviation8.127.96
    Sharpe Ratio0.971.32
    Treynor Ratio8.3712.60
    5 Years
    StatisticCOOPERATORSD.TOCategory
    Alpha (against Standard Index)-2.510.28
    Beta (against Standard Index)1.020.94
    Mean Annual Return0.460.64
    R-squared (against Standard Index)96.3489.24
    Standard Deviation10.6810.17
    Sharpe Ratio0.430.69
    Treynor Ratio4.087.33
    10 Years
    StatisticCOOPERATORSD.TOCategory
    Alpha (against Standard Index)-3.01-0.74
    Beta (against Standard Index)1.000.95
    Mean Annual Return0.440.60
    R-squared (against Standard Index)97.7291.84
    Standard Deviation13.9913.71
    Sharpe Ratio0.250.40
    Treynor Ratio2.564.95