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Co-operators Canadian Resource VP (COOPERATORSR.TO)

226.80 Down 5.46(2.35%) Oct 22

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up6
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2005):51.03%
Worst 1 Yr Total Return(Dec 30, 2008):-34.98%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCOOPERATORSR.TOCategory
Alpha (against Standard Index)-0.73-6.00
Beta (against Standard Index)0.871.10
Mean Annual Return0.16-0.24
R-squared (against Standard Index)88.8076.37
Standard Deviation14.5019.94
Sharpe Ratio0.07-0.11
Treynor Ratio0.02-3.33
5 Years
StatisticCOOPERATORSR.TOCategory
Alpha (against Standard Index)-1.12-1.76
Beta (against Standard Index)0.941.10
Mean Annual Return0.140.12
R-squared (against Standard Index)91.2871.43
Standard Deviation15.5420.73
Sharpe Ratio0.060.07
Treynor Ratio-0.34-0.71
10 Years
StatisticCOOPERATORSR.TOCategory
Alpha (against Standard Index)0.43-0.05
Beta (against Standard Index)0.991.02
Mean Annual Return0.750.73
R-squared (against Standard Index)93.8676.76
Standard Deviation21.1024.16
Sharpe Ratio0.340.30
Treynor Ratio5.124.32