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Co-operators US Equity VPNL (COOPERATORSU.TO)

176.56 Up 0.83(0.47%) May 25

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)-3.74-2.91
Beta (against Standard Index)1.050.94
Mean Annual Return1.321.23
R-squared (against Standard Index)95.1877.45
Standard Deviation11.3611.59
Sharpe Ratio1.331.23
Treynor Ratio14.7715.12
5 Years
StatisticCOOPERATORSU.TOCategory
Alpha (against Standard Index)-3.81-4.40
Beta (against Standard Index)1.051.01
Mean Annual Return1.131.03
R-squared (against Standard Index)95.2177.02
Standard Deviation10.6211.70
Sharpe Ratio1.201.02
Treynor Ratio12.3911.43
10 Years
StatisticCOOPERATORSU.TOCategory
Alpha (against Standard Index)-2.86-2.23
Beta (against Standard Index)0.961.01
Mean Annual Return0.450.53
R-squared (against Standard Index)95.0978.73
Standard Deviation11.5913.62
Sharpe Ratio0.330.36
Treynor Ratio3.413.99