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Co-operators Very Aggressive Port VP (F0CAN05P15.TO)

182.41 Down 0.86(0.47%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2013):21.33%
Worst 1 Yr Total Return(Dec 30, 2008):-34.34%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN05P15.TOCategory
Alpha (against Standard Index)2.762.66
Beta (against Standard Index)0.800.83
Mean Annual Return0.860.87
R-squared (against Standard Index)86.7674.67
Standard Deviation8.609.62
Sharpe Ratio1.091.07
Treynor Ratio11.8013.37
5 Years
StatisticF0CAN05P15.TOCategory
Alpha (against Standard Index)0.131.05
Beta (against Standard Index)0.800.86
Mean Annual Return0.720.85
R-squared (against Standard Index)88.1876.87
Standard Deviation8.9810.40
Sharpe Ratio0.880.95
Treynor Ratio9.7911.87
10 Years
StatisticF0CAN05P15.TOCategory
Alpha (against Standard Index)-2.62-0.96
Beta (against Standard Index)0.810.87
Mean Annual Return0.460.64
R-squared (against Standard Index)90.5380.17
Standard Deviation11.7713.44
Sharpe Ratio0.310.44
Treynor Ratio3.806.06