Dow Up1.33% Nasdaq Up1.33%

More On COOPERATORSU…


Co-operators US Equity VPNL (COOPERATORSU.TO)

169.25 Up 2.64(1.58%) Jun 28

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):41.52%
Worst 1 Yr Total Return(Dec 30, 2008):-23.79%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCOOPERATORSU.TOCategory
Alpha (against Standard Index)-3.74-2.97
Beta (against Standard Index)1.050.93
Mean Annual Return1.321.24
R-squared (against Standard Index)95.1877.20
Standard Deviation11.3611.61
Sharpe Ratio1.331.23
Treynor Ratio14.7715.41
5 Years
StatisticCOOPERATORSU.TOCategory
Alpha (against Standard Index)-3.81-4.34
Beta (against Standard Index)1.051.00
Mean Annual Return1.131.11
R-squared (against Standard Index)95.2177.08
Standard Deviation10.6211.86
Sharpe Ratio1.201.09
Treynor Ratio12.3912.60
10 Years
StatisticCOOPERATORSU.TOCategory
Alpha (against Standard Index)-2.86-2.22
Beta (against Standard Index)0.961.00
Mean Annual Return0.450.62
R-squared (against Standard Index)95.0978.64
Standard Deviation11.5913.60
Sharpe Ratio0.330.44
Treynor Ratio3.415.15