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Co-operators Very Aggressive Port VPNL (F0CAN05TEN.TO)

180.03 Down 0.60(0.33%) Sep 15

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up6
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):21.16%
Worst 1 Yr Total Return(Dec 30, 2008):-34.45%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)3.393.69
Beta (against Standard Index)0.790.82
Mean Annual Return0.971.02
R-squared (against Standard Index)88.1076.21
Standard Deviation8.339.32
Sharpe Ratio1.281.29
Treynor Ratio13.9716.09
5 Years
Alpha (against Standard Index)-0.140.92
Beta (against Standard Index)0.800.86
Mean Annual Return0.710.85
R-squared (against Standard Index)88.2977.28
Standard Deviation8.9810.37
Sharpe Ratio0.870.96
Treynor Ratio9.6511.94
10 Years
Alpha (against Standard Index)N/A-0.91
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.66
R-squared (against Standard Index)N/A80.15
Standard DeviationN/A13.44
Sharpe RatioN/A0.46
Treynor RatioN/A6.46