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Co-operators Fidelity Global VP (COOPERATORSF.TO)

119.46 Down 0.91(0.76%) Jul 10

Risk as of May 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):27.95%
Worst 1 Yr Total Return(Dec 30, 2008):-37.20%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCOOPERATORSF.TOCategory
Alpha (against Standard Index)-7.01-4.35
Beta (against Standard Index)1.051.02
Mean Annual Return0.720.90
R-squared (against Standard Index)92.3378.37
Standard Deviation9.6210.15
Sharpe Ratio0.801.04
Treynor Ratio7.1410.79
5 Years
StatisticCOOPERATORSF.TOCategory
Alpha (against Standard Index)-5.54-1.76
Beta (against Standard Index)1.060.96
Mean Annual Return0.801.01
R-squared (against Standard Index)92.9875.51
Standard Deviation10.0210.30
Sharpe Ratio0.881.14
Treynor Ratio8.2812.55
10 Years
StatisticCOOPERATORSF.TOCategory
Alpha (against Standard Index)-4.60-0.77
Beta (against Standard Index)1.030.98
Mean Annual Return0.120.42
R-squared (against Standard Index)91.4081.47
Standard Deviation12.1412.34
Sharpe Ratio-0.030.26
Treynor Ratio-1.142.66