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    More On F0CAN05PIB.T…


    Co-operators Conservative Balanced VP (F0CAN05PIB.TO)

    158.90 Up 0.61(0.39%) Dec 16

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up8
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):12.20%
    Worst 1 Yr Total Return(Dec 30, 2008):-12.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05PIB.TOCategory
    Alpha (against Standard Index)-1.96-0.16
    Beta (against Standard Index)1.280.97
    Mean Annual Return0.500.51
    R-squared (against Standard Index)92.5977.09
    Standard Deviation3.282.77
    Sharpe Ratio1.551.88
    Treynor Ratio4.085.74
    5 Years
    StatisticF0CAN05PIB.TOCategory
    Alpha (against Standard Index)-3.27-0.45
    Beta (against Standard Index)1.410.97
    Mean Annual Return0.410.46
    R-squared (against Standard Index)89.9471.42
    Standard Deviation3.722.95
    Sharpe Ratio1.111.59
    Treynor Ratio2.974.74
    10 Years
    StatisticF0CAN05PIB.TOCategory
    Alpha (against Standard Index)-2.74-1.04
    Beta (against Standard Index)1.340.92
    Mean Annual Return0.340.35
    R-squared (against Standard Index)95.6576.62
    Standard Deviation5.254.12
    Sharpe Ratio0.430.57
    Treynor Ratio1.652.24