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    Co-operators Moderate Portfolio VPNL (F0CAN05TD4.TO)

    172.36 Down 0.36(0.21%) Jul 24

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):13.48%
    Worst 1 Yr Total Return(Dec 30, 2008):-20.88%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05TD4.TOCategory
    Alpha (against Standard Index)2.692.52
    Beta (against Standard Index)0.800.76
    Mean Annual Return0.730.69
    R-squared (against Standard Index)73.0563.92
    Standard Deviation4.194.30
    Sharpe Ratio1.881.75
    Treynor Ratio10.1510.39
    5 Years
    StatisticF0CAN05TD4.TOCategory
    Alpha (against Standard Index)0.311.43
    Beta (against Standard Index)0.940.84
    Mean Annual Return0.560.60
    R-squared (against Standard Index)79.1969.10
    Standard Deviation5.084.82
    Sharpe Ratio1.161.33
    Treynor Ratio6.307.95
    10 Years
    StatisticF0CAN05TD4.TOCategory
    Alpha (against Standard Index)-2.50-0.31
    Beta (against Standard Index)0.970.89
    Mean Annual Return0.310.46
    R-squared (against Standard Index)88.7078.92
    Standard Deviation7.277.08
    Sharpe Ratio0.260.52
    Treynor Ratio1.774.07