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

236.81 Down 0.44(0.19%) Aug 28

Risk as of Jul 30, 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
Alpha (against Standard Index)3.421.20
Beta (against Standard Index)0.710.93
Mean Annual Return0.850.82
R-squared (against Standard Index)87.6388.29
Standard Deviation7.599.93
Sharpe Ratio1.220.93
Treynor Ratio13.2910.09
5 Years
Alpha (against Standard Index)0.490.33
Beta (against Standard Index)0.830.94
Mean Annual Return0.780.85
R-squared (against Standard Index)91.4789.14
Standard Deviation9.1710.54
Sharpe Ratio0.930.92
Treynor Ratio10.2710.32
10 Years
Alpha (against Standard Index)-0.72-0.94
Beta (against Standard Index)0.940.96
Mean Annual Return0.710.70
R-squared (against Standard Index)95.5192.61
Standard Deviation13.3613.74
Sharpe Ratio0.490.47
Treynor Ratio6.326.10