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

    193.91 Down 1.15(0.59%) Mar 26

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    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)6.365.06
    Beta (against Standard Index)0.700.74
    Mean Annual Return1.121.03
    R-squared (against Standard Index)77.2665.33
    Standard Deviation6.607.60
    Sharpe Ratio1.881.56
    Treynor Ratio18.5618.84
    5 Years
    StatisticF0CAN05P15.TOCategory
    Alpha (against Standard Index)2.051.84
    Beta (against Standard Index)0.810.88
    Mean Annual Return0.780.81
    R-squared (against Standard Index)84.8675.32
    Standard Deviation8.639.99
    Sharpe Ratio0.980.94
    Treynor Ratio10.4611.11
    10 Years
    StatisticF0CAN05P15.TOCategory
    Alpha (against Standard Index)-1.96-0.59
    Beta (against Standard Index)0.800.87
    Mean Annual Return0.420.57
    R-squared (against Standard Index)89.7979.78
    Standard Deviation11.7313.50
    Sharpe Ratio0.280.38
    Treynor Ratio3.295.19