• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.58% Nasdaq Up0.17%

    More On F0CAN05P15.T…


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

    193.71 Down 2.24(1.14%) Jul 27

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    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)6.975.58
    Beta (against Standard Index)0.590.69
    Mean Annual Return1.151.11
    R-squared (against Standard Index)65.6655.91
    Standard Deviation5.597.13
    Sharpe Ratio2.311.82
    Treynor Ratio22.9122.63
    5 Years
    StatisticF0CAN05P15.TOCategory
    Alpha (against Standard Index)3.172.50
    Beta (against Standard Index)0.770.87
    Mean Annual Return0.820.83
    R-squared (against Standard Index)82.0571.69
    Standard Deviation8.159.81
    Sharpe Ratio1.100.98
    Treynor Ratio11.7711.86
    10 Years
    StatisticF0CAN05P15.TOCategory
    Alpha (against Standard Index)-1.63-0.17
    Beta (against Standard Index)0.800.86
    Mean Annual Return0.400.55
    R-squared (against Standard Index)89.2479.01
    Standard Deviation11.7213.43
    Sharpe Ratio0.260.37
    Treynor Ratio3.065.08