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    More On F0CAN05P15.T…


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

    175.21 Down 1.70(0.96%) Feb 11

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    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)8.175.46
    Beta (against Standard Index)0.670.78
    Mean Annual Return0.980.79
    R-squared (against Standard Index)66.3562.60
    Standard Deviation7.028.40
    Sharpe Ratio1.561.10
    Treynor Ratio16.7413.12
    5 Years
    StatisticF0CAN05P15.TOCategory
    Alpha (against Standard Index)4.503.13
    Beta (against Standard Index)0.780.87
    Mean Annual Return0.570.47
    R-squared (against Standard Index)78.9471.56
    Standard Deviation8.389.88
    Sharpe Ratio0.710.54
    Treynor Ratio7.466.38
    10 Years
    StatisticF0CAN05P15.TOCategory
    Alpha (against Standard Index)-0.740.46
    Beta (against Standard Index)0.800.86
    Mean Annual Return0.320.43
    R-squared (against Standard Index)87.8477.72
    Standard Deviation11.6413.32
    Sharpe Ratio0.180.28
    Treynor Ratio1.873.57