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Co-operators Mawer Intl Equity VPNL (F00000PXZG.TO)

132.60 Down 0.12(0.09%) Nov 25

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up1
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):20.31%
Worst 1 Yr Total Return(Dec 30, 2013):20.31%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF00000PXZG.TOCategory
Alpha (against Standard Index)N/A-0.59
Beta (against Standard Index)N/A0.91
Mean Annual ReturnN/A1.06
R-squared (against Standard Index)N/A79.30
Standard DeviationN/A9.56
Sharpe RatioN/A1.26
Treynor RatioN/A13.53
5 Years
StatisticF00000PXZG.TOCategory
Alpha (against Standard Index)N/A-0.76
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.61
R-squared (against Standard Index)N/A84.31
Standard DeviationN/A11.57
Sharpe RatioN/A0.58
Treynor RatioN/A6.46
10 Years
StatisticF00000PXZG.TOCategory
Alpha (against Standard Index)N/A-1.32
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.40
R-squared (against Standard Index)N/A87.06
Standard DeviationN/A13.56
Sharpe RatioN/A0.21
Treynor RatioN/A2.09