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

    189.46 Up 1.05(0.56%) Jun 30

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    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
    StatisticF0CAN05TEN.TOCategory
    Alpha (against Standard Index)4.362.47
    Beta (against Standard Index)0.640.74
    Mean Annual Return0.770.65
    R-squared (against Standard Index)56.4357.80
    Standard Deviation7.688.77
    Sharpe Ratio1.110.88
    Treynor Ratio13.3611.54
    5 Years
    StatisticF0CAN05TEN.TOCategory
    Alpha (against Standard Index)3.062.43
    Beta (against Standard Index)0.760.85
    Mean Annual Return0.490.49
    R-squared (against Standard Index)73.6168.72
    Standard Deviation8.6910.10
    Sharpe Ratio0.580.56
    Treynor Ratio6.366.77
    10 Years
    StatisticF0CAN05TEN.TOCategory
    Alpha (against Standard Index)-1.650.22
    Beta (against Standard Index)0.790.84
    Mean Annual Return0.230.44
    R-squared (against Standard Index)86.2976.89
    Standard Deviation11.6013.10
    Sharpe Ratio0.110.30
    Treynor Ratio0.703.90