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Co-operators Fidelity Global VP (F0CAN05P9G.TO)

122.39 Down 0.65(0.53%) Sep 29

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):27.95%
Worst 1 Yr Total Return(Dec 30, 2008):-37.20%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF0CAN05P9G.TOCategory
Alpha (against Standard Index)-6.31-4.84
Beta (against Standard Index)1.041.04
Mean Annual Return1.111.22
R-squared (against Standard Index)89.3174.59
Standard Deviation8.219.04
Sharpe Ratio1.501.61
Treynor Ratio12.3015.55
5 Years
StatisticF0CAN05P9G.TOCategory
Alpha (against Standard Index)-5.28-1.68
Beta (against Standard Index)1.071.00
Mean Annual Return0.660.89
R-squared (against Standard Index)92.7976.86
Standard Deviation9.669.98
Sharpe Ratio0.741.03
Treynor Ratio6.4710.56
10 Years
StatisticF0CAN05P9G.TOCategory
Alpha (against Standard Index)-4.37-0.67
Beta (against Standard Index)1.030.98
Mean Annual Return0.200.48
R-squared (against Standard Index)91.2582.04
Standard Deviation12.0312.13
Sharpe Ratio0.040.33
Treynor Ratio-0.233.51