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    More On F0CAN05OWJ.T…


    Co-operators Fidelity True North VP (F0CAN05OWJ.TO)

    240.69 0.00(0.00%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):29.54%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.29%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05OWJ.TOCategory
    Alpha (against Standard Index)5.592.22
    Beta (against Standard Index)0.630.88
    Mean Annual Return1.000.91
    R-squared (against Standard Index)79.4885.93
    Standard Deviation5.958.00
    Sharpe Ratio1.861.30
    Treynor Ratio18.3812.58
    5 Years
    StatisticF0CAN05OWJ.TOCategory
    Alpha (against Standard Index)1.570.36
    Beta (against Standard Index)0.800.94
    Mean Annual Return0.710.70
    R-squared (against Standard Index)89.2789.28
    Standard Deviation8.6410.23
    Sharpe Ratio0.880.76
    Treynor Ratio9.558.17
    10 Years
    StatisticF0CAN05OWJ.TOCategory
    Alpha (against Standard Index)-0.26-0.69
    Beta (against Standard Index)0.940.95
    Mean Annual Return0.660.63
    R-squared (against Standard Index)94.9891.86
    Standard Deviation13.3513.72
    Sharpe Ratio0.460.42
    Treynor Ratio5.795.32